+15.7%
STM vs PAAS
+236.3%
-220.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.5% |
| 7D | +5.8% | -2.9% | +8.7% | +6.6% |
| 30D | -1.0% | +6.8% | -7.8% | -3.0% |
| 3M | -33.3% | -2.9% | -30.4% | -33.1% |
| 6M | +57.4% | -16.4% | +73.8% | +62.0% |
| YTD | +102.2% | 0.0% | +102.2% | +99.3% |
| 1Y | +99.6% | +54.3% | +45.3% | +77.5% |
| All | +15.7% | +236.3% | -220.5% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling