+77.0%
SO vs PAAS
+71.7%
+5.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.5% | -1.2% |
| 7D | -1.5% | +8.4% | -9.9% | -2.0% |
| 30D | +8.1% | -7.2% | +15.2% | +8.5% |
| 3M | +0.2% | -14.0% | +14.2% | +1.0% |
| 6M | +0.4% | -26.8% | +27.1% | +2.1% |
| YTD | +8.5% | -19.8% | +28.3% | +8.7% |
| 1Y | +4.9% | +22.8% | -17.9% | +0.9% |
| 3Y | +47.9% | +183.6% | -135.7% | +25.7% |
| All | +77.0% | +71.7% | +5.3% | +54.7% |
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