+752.7%
PAAS vs SNY
+242.6%
+510.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +4.0% |
| 7D | +2.6% | -3.6% | +6.3% | +3.9% |
| 30D | +2.5% | -1.4% | +3.9% | +3.0% |
| 3M | +15.1% | -4.2% | +19.3% | +16.5% |
| 6M | -12.1% | +2.0% | -14.0% | -13.0% |
| YTD | +3.1% | -6.7% | +9.7% | +5.0% |
| 1Y | +50.8% | -4.7% | +55.5% | +52.2% |
| 3Y | +259.5% | -8.1% | +267.6% | +256.6% |
| 5Y | +126.3% | +8.2% | +118.1% | +109.5% |
| 10Y | +239.7% | +64.8% | +174.9% | +166.7% |
| All | +752.7% | +242.6% | +510.1% | +396.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling