+147.8%
SW vs PAAS
+206.7%
-58.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.5% |
| 7D | -5.1% | -2.9% | -2.2% | -4.9% |
| 30D | -4.6% | +6.8% | -11.4% | -5.2% |
| 3M | +9.4% | -2.9% | +12.3% | +9.3% |
| 6M | +3.5% | -16.4% | +19.9% | +4.5% |
| YTD | +22.0% | 0.0% | +22.0% | +21.3% |
| 1Y | +2.2% | +54.3% | -52.1% | -1.8% |
| 3Y | +19.6% | +230.7% | -211.1% | +8.0% |
| 5Y | -2.3% | +111.6% | -114.0% | -11.4% |
| All | +147.8% | +206.7% | -58.9% | +134.2% |
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 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