+196.4%
SO vs PAAS
+205.7%
-9.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | +1.4% | -8.9% | +10.3% | +2.0% |
| 30D | +4.7% | -11.4% | +16.1% | +5.5% |
| 3M | +1.7% | -20.4% | +22.1% | +3.2% |
| 6M | +2.2% | -40.7% | +42.8% | +5.7% |
| YTD | +10.0% | -26.9% | +36.9% | +11.1% |
| 1Y | +6.0% | -3.1% | +9.1% | +4.4% |
| 3Y | +54.1% | +199.3% | -145.1% | +33.8% |
| 5Y | +79.6% | +48.3% | +31.4% | +63.2% |
| All | +196.4% | +205.7% | -9.3% | +141.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling