+213.5%
PAAS vs SNY
+64.5%
+149.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.9% | -3.3% | +1.4% | -0.9% |
| 30D | -3.6% | -2.2% | -1.4% | -2.9% |
| 3M | +8.6% | -3.0% | +11.6% | +9.4% |
| 6M | -16.7% | +2.7% | -19.4% | -17.7% |
| YTD | -1.9% | -6.8% | +4.9% | -0.1% |
| 1Y | +38.0% | -5.3% | +43.3% | +39.5% |
| 3Y | +234.9% | -9.8% | +244.7% | +234.5% |
| 5Y | +119.5% | +9.7% | +109.8% | +99.3% |
| All | +213.5% | +64.5% | +149.0% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling