+70.8%
PAAS vs STT
+100.0%
-29.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +8.4% | -2.5% | +10.9% | +9.4% |
| 30D | -7.2% | -5.0% | -2.2% | -5.4% |
| 3M | -14.0% | -10.5% | -3.6% | -10.7% |
| 6M | -26.8% | +10.0% | -36.8% | -29.0% |
| YTD | -19.8% | +30.7% | -50.5% | -26.4% |
| 1Y | +22.8% | +43.8% | -20.9% | +9.6% |
| 3Y | +183.6% | +168.1% | +15.6% | +108.9% |
| All | +70.8% | +100.0% | -29.2% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling