+372.3%
SE vs PAAS
+168.4%
+204.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.3% | -0.2% |
| 7D | 0.0% | +4.2% | -4.1% | -0.9% |
| 30D | -19.4% | -13.8% | -5.6% | -16.7% |
| 3M | -33.1% | -22.7% | -10.4% | -29.5% |
| 6M | -11.4% | -32.1% | +20.6% | -4.5% |
| YTD | -39.8% | -22.3% | -17.5% | -37.4% |
| 1Y | -50.5% | +7.7% | -58.1% | -52.3% |
| 3Y | +68.9% | +214.0% | -145.2% | +22.1% |
| 5Y | -77.1% | +63.2% | -140.3% | -81.3% |
| All | +372.3% | +168.4% | +204.0% | +293.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling