+2,278.7%
SPY vs PAAS
+971.0%
+1,307.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | +0.2% |
| 7D | -2.7% | +8.4% | -11.1% | -3.3% |
| 30D | -5.4% | -7.2% | +1.8% | -4.9% |
| 3M | -4.1% | -14.0% | +9.9% | -3.3% |
| 6M | +0.7% | -26.8% | +27.5% | +2.5% |
| YTD | +8.7% | -19.8% | +28.5% | +9.4% |
| 1Y | +10.9% | +22.8% | -12.0% | +8.2% |
| 3Y | +75.0% | +183.6% | -108.6% | +58.7% |
| 5Y | +67.8% | +73.8% | -6.0% | +55.5% |
| 10Y | +312.9% | +185.6% | +127.3% | +258.2% |
| All | +2,278.7% | +971.0% | +1,307.7% | +1,849.5% |
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