-40.9%
SE vs PAAS
+54.7%
-95.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.3% |
| 7D | -6.1% | -2.9% | -3.2% | -5.4% |
| 30D | -2.5% | +6.8% | -9.3% | -4.3% |
| 3M | +21.7% | -2.9% | +24.6% | +21.8% |
| 6M | +27.0% | -16.4% | +43.4% | +30.3% |
| YTD | -12.1% | 0.0% | -12.2% | -11.5% |
| 1Y | -40.9% | +54.3% | -95.2% | -43.4% |
| All | -40.9% | +54.7% | -95.6% | -43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling