+201.0%
PAAS vs SPY
+78.7%
+122.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -3.7% |
| 7D | -7.0% | +3.3% | -10.3% | -10.4% |
| 30D | -15.3% | -2.7% | -12.6% | -12.5% |
| 3M | -27.7% | -1.7% | -26.0% | -26.1% |
| 6M | -40.5% | +3.1% | -43.5% | -41.8% |
| YTD | -26.5% | +11.9% | -38.4% | -33.5% |
| 1Y | -0.8% | +12.0% | -12.8% | -10.2% |
| All | +201.0% | +78.7% | +122.3% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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