+589.4%
SE vs PAAS
+245.4%
+344.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.3% |
| 7D | -6.1% | -2.9% | -3.2% | -5.5% |
| 30D | -2.5% | +6.8% | -9.3% | -4.1% |
| 3M | +21.7% | -2.9% | +24.6% | +21.8% |
| 6M | +27.0% | -16.4% | +43.4% | +30.6% |
| YTD | -12.1% | 0.0% | -12.2% | -13.4% |
| 1Y | -40.9% | +54.3% | -95.2% | -47.6% |
| 3Y | +191.0% | +230.7% | -39.7% | +108.2% |
| 5Y | -68.3% | +111.6% | -179.9% | -75.6% |
| All | +589.4% | +245.4% | +344.0% | +444.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling