+2,823.4%
SO vs PAAS
+971.0%
+1,852.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.5% | -1.1% |
| 7D | -1.5% | +8.4% | -9.9% | -1.8% |
| 30D | +8.1% | -7.2% | +15.2% | +8.3% |
| 3M | +0.2% | -14.0% | +14.2% | +0.6% |
| 6M | +0.4% | -26.8% | +27.1% | +1.2% |
| YTD | +8.5% | -19.8% | +28.3% | +8.7% |
| 1Y | +4.9% | +22.8% | -17.9% | +3.4% |
| 3Y | +47.9% | +183.6% | -135.7% | +40.1% |
| 5Y | +75.7% | +73.8% | +1.9% | +68.2% |
| 10Y | +178.0% | +185.6% | -7.6% | +158.4% |
| All | +2,823.4% | +971.0% | +1,852.3% | +2,706.9% |
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