+241.5%
SOXX vs PAAS
+121.3%
+120.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.5% | -1.8% |
| 7D | +3.0% | -3.7% | +6.7% | +3.9% |
| 30D | -3.1% | -1.9% | -1.3% | -3.1% |
| 3M | -4.4% | +15.1% | -19.5% | -7.9% |
| 6M | +52.9% | -17.1% | +70.0% | +57.5% |
| YTD | +72.0% | -1.3% | +73.3% | +69.4% |
| 1Y | +105.1% | +41.1% | +64.0% | +85.9% |
| 3Y | +220.6% | +244.2% | -23.6% | +133.6% |
| All | +241.5% | +121.3% | +120.3% | +164.4% |
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