+0.4%
STM vs PAAS
+178.1%
-177.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.2% | -10.2% | -11.8% |
| 7D | -20.1% | -0.4% | -19.7% | -20.1% |
| 30D | -32.0% | -11.6% | -20.3% | -29.7% |
| 3M | -24.2% | -15.6% | -8.6% | -21.0% |
| 6M | -29.9% | -19.1% | -10.8% | -26.5% |
| YTD | +54.9% | -20.9% | +75.8% | +62.3% |
| 1Y | +68.0% | +21.3% | +46.7% | +59.3% |
| All | +0.4% | +178.1% | -177.7% | -23.5% |
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