+2,385.5%
SPY vs PAAS
+1,235.6%
+1,149.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.2% |
| 7D | +0.1% | -2.9% | +3.0% | +0.3% |
| 30D | +0.1% | +6.8% | -6.7% | -0.5% |
| 3M | +2.0% | -2.9% | +4.9% | +2.0% |
| 6M | +13.0% | -16.4% | +29.4% | +13.9% |
| YTD | +13.5% | 0.0% | +13.5% | +12.7% |
| 1Y | +20.0% | +54.3% | -34.4% | +15.1% |
| 3Y | +77.2% | +230.7% | -153.5% | +58.9% |
| 5Y | +81.9% | +111.6% | -29.8% | +66.3% |
| 10Y | +314.1% | +211.7% | +102.3% | +256.6% |
| All | +2,385.5% | +1,235.6% | +1,149.8% | +1,907.2% |
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