+154.5%
SO vs PAAS
+200.1%
-45.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | -0.2% | -2.9% | +2.7% | +0.1% |
| 30D | -4.6% | +6.8% | -11.4% | -5.2% |
| 3M | -3.0% | -2.9% | -0.2% | -3.1% |
| 6M | -8.3% | -16.4% | +8.2% | -7.5% |
| YTD | +3.5% | 0.0% | +3.5% | +2.3% |
| 1Y | -0.9% | +54.3% | -55.3% | -6.2% |
| 3Y | +45.4% | +230.7% | -185.3% | +25.4% |
| 5Y | +59.6% | +111.6% | -52.0% | +41.0% |
| All | +154.5% | +200.1% | -45.5% | +108.9% |
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 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