-68.1%
SE vs PAAS
+113.1%
-181.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.2% |
| 7D | -6.1% | -2.9% | -3.2% | -5.4% |
| 30D | -2.5% | +6.8% | -9.3% | -4.4% |
| 3M | +21.7% | -2.9% | +24.6% | +21.8% |
| 6M | +27.0% | -16.4% | +43.4% | +31.2% |
| YTD | -12.1% | 0.0% | -12.2% | -13.7% |
| 1Y | -40.9% | +54.3% | -95.2% | -49.0% |
| 3Y | +191.0% | +230.7% | -39.7% | +89.4% |
| All | -68.1% | +113.1% | -181.1% | -76.9% |
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 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