+157.4%
PAAS vs SN
+659.6%
-502.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +0.9% |
| 7D | +8.4% | +7.2% | +1.2% | +6.9% |
| 30D | -7.2% | +20.4% | -27.6% | -10.8% |
| 3M | -14.0% | +23.9% | -37.9% | -18.0% |
| 6M | -26.8% | +93.0% | -119.8% | -36.7% |
| YTD | -19.8% | +99.2% | -119.0% | -31.5% |
| 1Y | +22.8% | +142.6% | -119.8% | +1.1% |
| 3Y | +183.6% | +398.8% | -215.2% | +93.5% |
| All | +157.4% | +659.6% | -502.2% | +73.2% |
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