+248.2%
PAAS vs SN
+389.7%
-141.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -2.9% | -9.3% | +6.4% | -0.6% |
| 30D | +6.8% | -4.8% | +11.6% | +8.0% |
| 3M | -2.9% | +40.4% | -43.3% | -10.6% |
| 6M | -16.4% | +50.9% | -67.4% | -24.7% |
| YTD | 0.0% | +54.9% | -54.9% | -10.7% |
| 1Y | +54.3% | +43.0% | +11.3% | +39.2% |
| All | +248.2% | +389.7% | -141.4% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling