+982.8%
PAAS vs STT
+3,123.8%
-2,141.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.7% | +2.5% | -1.5% |
| 7D | -0.4% | -4.9% | +4.5% | +0.3% |
| 30D | -11.6% | -6.0% | -5.6% | -10.8% |
| 3M | -15.6% | -11.7% | -3.9% | -14.1% |
| 6M | -19.1% | +11.7% | -30.8% | -20.3% |
| YTD | -20.9% | +30.4% | -51.4% | -23.6% |
| 1Y | +21.3% | +43.9% | -22.6% | +15.7% |
| 3Y | +177.4% | +165.4% | +12.0% | +143.9% |
| 5Y | +71.3% | +101.0% | -29.7% | +53.9% |
| 10Y | +181.5% | +210.7% | -29.2% | +131.9% |
| All | +982.8% | +3,123.8% | -2,141.0% | +803.8% |
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