+68.9%
SE vs PAAS
+206.7%
-137.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.3% | -0.2% |
| 7D | 0.0% | +4.2% | -4.1% | -0.8% |
| 30D | -19.4% | -13.8% | -5.6% | -16.9% |
| 3M | -33.1% | -22.7% | -10.4% | -29.8% |
| 6M | -11.4% | -32.1% | +20.6% | -5.1% |
| YTD | -39.8% | -22.3% | -17.5% | -37.1% |
| 1Y | -50.5% | +7.7% | -58.1% | -51.1% |
| 3Y | +68.9% | +214.0% | -145.2% | +68.9% |
| All | +68.9% | +206.7% | -137.8% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling