+134.5%
PAAS vs SN
+671.3%
-536.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.2% |
| 7D | -8.9% | +1.5% | -10.5% | -9.2% |
| 30D | -11.4% | +21.5% | -32.9% | -15.0% |
| 3M | -20.4% | +20.0% | -40.5% | -23.6% |
| 6M | -40.7% | +119.9% | -160.6% | -50.1% |
| YTD | -26.9% | +102.3% | -129.3% | -37.8% |
| 1Y | -3.1% | +148.0% | -151.1% | -20.6% |
| 3Y | +199.3% | +450.0% | -250.8% | +101.5% |
| All | +134.5% | +671.3% | -536.8% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling