+1,269.9%
PAAS vs STT
+3,690.2%
-2,420.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -2.9% | +0.5% | -3.4% | -2.9% |
| 30D | +6.8% | +3.9% | +2.9% | +6.2% |
| 3M | -2.9% | +20.0% | -22.8% | -5.3% |
| 6M | -16.4% | +55.3% | -71.7% | -21.3% |
| YTD | 0.0% | +53.3% | -53.3% | -5.6% |
| 1Y | +54.3% | +74.7% | -20.4% | +43.3% |
| 3Y | +230.7% | +205.8% | +24.8% | +184.9% |
| 5Y | +111.6% | +145.0% | -33.4% | +85.0% |
| 10Y | +211.7% | +266.0% | -54.3% | +151.0% |
| All | +1,269.9% | +3,690.2% | -2,420.3% | +1,017.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling