-50.7%
SE vs PAAS
+21.8%
-72.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.3% |
| 7D | +2.0% | +8.4% | -6.4% | -0.3% |
| 30D | -20.0% | -7.2% | -12.8% | -18.5% |
| 3M | -31.8% | -14.0% | -17.8% | -29.6% |
| 6M | -15.9% | -26.8% | +10.9% | -9.5% |
| YTD | -40.6% | -19.8% | -20.8% | -37.6% |
| 1Y | -50.7% | +22.8% | -73.5% | -56.5% |
| All | -50.7% | +21.8% | -72.5% | -56.5% |
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