+422.5%
STM vs PAAS
+178.0%
+244.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.9% | +3.9% | +6.1% |
| 7D | -5.6% | +8.8% | -14.4% | -7.4% |
| 30D | -14.4% | -8.5% | -6.0% | -12.8% |
| 3M | -20.5% | -17.0% | -3.5% | -17.6% |
| 6M | -24.5% | -27.9% | +3.4% | -19.6% |
| YTD | +72.7% | -17.5% | +90.2% | +77.7% |
| 1Y | +91.0% | +22.8% | +68.2% | +81.2% |
| 3Y | +13.5% | +224.2% | -210.7% | -13.5% |
| 5Y | -9.2% | +73.6% | -82.8% | -25.0% |
| 10Y | +422.5% | +186.4% | +236.2% | +285.6% |
| All | +422.5% | +178.0% | +244.5% | +285.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling