+949.7%
PAAS vs STT
+3,316.2%
-2,366.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | -5.2% | +0.4% | -5.6% | -5.2% |
| 30D | -13.9% | -0.4% | -13.5% | -13.8% |
| 3M | -23.8% | -6.5% | -17.3% | -23.1% |
| 6M | -36.4% | +17.2% | -53.6% | -37.7% |
| YTD | -23.4% | +38.2% | -61.6% | -26.6% |
| 1Y | +5.6% | +49.3% | -43.7% | +0.2% |
| 3Y | +209.7% | +181.9% | +27.8% | +170.0% |
| 5Y | +55.6% | +106.9% | -51.4% | +39.1% |
| 10Y | +212.2% | +203.1% | +9.1% | +157.9% |
| All | +949.7% | +3,316.2% | -2,366.5% | +769.1% |
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