+237.0%
PAAS vs SNY
-9.7%
+246.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -3.9% | -4.2% |
| 7D | -3.7% | -3.6% | -0.1% | -3.1% |
| 30D | -1.9% | -1.9% | +0.1% | -1.5% |
| 3M | +15.1% | -2.0% | +17.0% | +15.3% |
| 6M | -17.1% | +2.5% | -19.6% | -17.5% |
| YTD | -1.3% | -7.0% | +5.6% | -0.3% |
| 1Y | +41.1% | -4.4% | +45.5% | +42.0% |
| All | +237.0% | -9.7% | +246.7% | +238.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling