+2,855.0%
SO vs PAAS
+955.7%
+1,899.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | +0.4% | -0.4% | +0.8% | +0.4% |
| 30D | +9.2% | -11.6% | +20.9% | +9.7% |
| 3M | +1.1% | -15.6% | +16.7% | +1.6% |
| 6M | -1.1% | -19.1% | +18.1% | -0.6% |
| YTD | +9.7% | -20.9% | +30.6% | +10.0% |
| 1Y | +5.5% | +21.3% | -15.8% | +4.0% |
| 3Y | +47.0% | +177.4% | -130.3% | +39.4% |
| 5Y | +77.6% | +71.3% | +6.2% | +70.1% |
| 10Y | +181.0% | +181.5% | -0.5% | +161.4% |
| All | +2,855.0% | +955.7% | +1,899.3% | +2,738.8% |
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