+2,557.3%
SOXX vs PAAS
+1,768.7%
+788.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +5.6% | +2.0% | +3.6% | +5.3% |
| 30D | -2.7% | -0.1% | -2.7% | -2.9% |
| 3M | -7.5% | +8.2% | -15.7% | -8.6% |
| 6M | +63.5% | -13.8% | +77.3% | +65.8% |
| YTD | +75.7% | -0.6% | +76.3% | +74.4% |
| 1Y | +113.3% | +44.0% | +69.3% | +102.3% |
| 3Y | +227.4% | +246.6% | -19.2% | +176.7% |
| 5Y | +256.2% | +116.1% | +140.1% | +211.4% |
| 10Y | +1,512.5% | +202.7% | +1,309.7% | +1,202.1% |
| All | +2,557.3% | +1,768.7% | +788.6% | +2,948.9% |
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