+2,542.1%
SAP vs PAAS
+615.7%
+1,926.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.6% | +1.7% |
| 7D | +4.0% | -0.4% | +4.5% | +4.0% |
| 30D | +15.7% | -11.6% | +27.3% | +16.9% |
| 3M | +23.4% | -15.6% | +39.0% | +25.0% |
| 6M | +41.3% | -19.1% | +60.4% | +43.0% |
| YTD | +2.0% | -20.9% | +22.9% | +2.9% |
| 1Y | -5.1% | +21.3% | -26.4% | -8.2% |
| 3Y | +82.1% | +177.4% | -95.2% | +59.9% |
| 5Y | +77.2% | +71.3% | +5.8% | +60.2% |
| 10Y | +233.6% | +181.5% | +52.2% | +177.7% |
| All | +2,542.1% | +615.7% | +1,926.4% | +2,151.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling