-77.8%
SE vs PAAS
+58.4%
-136.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.3% |
| 7D | -7.7% | -5.2% | -2.5% | -6.4% |
| 30D | -22.8% | -13.9% | -8.9% | -19.8% |
| 3M | -43.7% | -23.8% | -20.0% | -39.9% |
| 6M | -12.8% | -36.4% | +23.6% | -2.8% |
| YTD | -42.0% | -23.4% | -18.6% | -39.1% |
| 1Y | -48.0% | +5.6% | -53.6% | -50.2% |
| 3Y | +62.7% | +209.7% | -147.0% | +4.7% |
| 5Y | -77.8% | +55.6% | -133.4% | -79.7% |
| All | -77.8% | +58.4% | -136.2% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling