-4.5%
STM vs PAAS
+58.4%
-62.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.8% |
| 7D | +1.4% | -5.2% | +6.6% | +2.9% |
| 30D | -8.4% | -13.9% | +5.6% | -4.9% |
| 3M | -15.8% | -23.8% | +8.0% | -10.4% |
| 6M | -22.8% | -36.4% | +13.6% | -14.6% |
| YTD | +79.4% | -23.4% | +102.7% | +88.7% |
| 1Y | +97.0% | +5.6% | +91.3% | +92.7% |
| 3Y | +14.2% | +209.7% | -195.5% | -14.7% |
| 5Y | -4.5% | +55.6% | -60.0% | -20.0% |
| All | -4.5% | +58.4% | -62.9% | -20.0% |
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