+248.2%
PAAS vs STT
+207.1%
+41.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -2.9% | +0.5% | -3.4% | -3.1% |
| 30D | +6.8% | +3.9% | +2.9% | +4.7% |
| 3M | -2.9% | +20.0% | -22.8% | -11.1% |
| 6M | -16.4% | +55.3% | -71.7% | -32.3% |
| YTD | 0.0% | +53.3% | -53.3% | -18.5% |
| 1Y | +54.3% | +74.7% | -20.4% | +19.0% |
| All | +248.2% | +207.1% | +41.1% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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