+80.7%
SAP vs PAAS
+48.6%
+32.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.4% |
| 7D | +0.6% | -8.9% | +9.5% | +1.8% |
| 30D | +6.5% | -11.4% | +17.9% | +8.0% |
| 3M | +12.2% | -20.4% | +32.7% | +15.2% |
| 6M | +46.1% | -40.7% | +86.8% | +55.2% |
| YTD | -1.6% | -26.9% | +25.3% | +0.4% |
| 1Y | -5.1% | -3.1% | -2.0% | -7.4% |
| 3Y | +68.4% | +199.3% | -130.9% | +30.1% |
| All | +80.7% | +48.6% | +32.1% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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