+21.0%
STM vs PAAS
+113.1%
-92.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.5% |
| 7D | +5.8% | -2.9% | +8.7% | +6.5% |
| 30D | -1.0% | +6.8% | -7.8% | -2.9% |
| 3M | -33.3% | -2.9% | -30.4% | -33.1% |
| 6M | +57.4% | -16.4% | +73.8% | +62.2% |
| YTD | +102.2% | 0.0% | +102.2% | +99.5% |
| 1Y | +99.6% | +54.3% | +45.3% | +77.9% |
| 3Y | +14.5% | +230.7% | -216.2% | -16.3% |
| All | +21.0% | +113.1% | -92.1% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling