+153.7%
PAAS vs SN
+639.7%
-486.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -0.4% | +3.8% | -4.2% | -1.1% |
| 30D | -11.6% | +17.5% | -29.2% | -14.6% |
| 3M | -15.6% | +19.2% | -34.8% | -18.9% |
| 6M | -19.1% | +84.9% | -104.1% | -29.5% |
| YTD | -20.9% | +94.0% | -115.0% | -32.1% |
| 1Y | +21.3% | +151.3% | -130.0% | -0.8% |
| 3Y | +177.4% | +387.1% | -209.7% | +90.2% |
| All | +153.7% | +639.7% | -486.0% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling