+743.1%
SW vs PAAS
+74.0%
+669.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.4% | -4.3% | +3.6% |
| 7D | +12.1% | -1.1% | +13.1% | +12.1% |
| 30D | +6.6% | -8.5% | +15.0% | +7.0% |
| 3M | -6.0% | -7.3% | +1.3% | -5.8% |
| 6M | +21.5% | -18.3% | +39.7% | +22.6% |
| YTD | +20.3% | -19.2% | +39.5% | +21.2% |
| 1Y | +28.1% | +26.1% | +2.0% | +26.1% |
| 3Y | +51.6% | +183.6% | -132.0% | +42.4% |
| 5Y | -0.1% | +81.2% | -81.3% | -5.5% |
| 10Y | +189.7% | +187.8% | +2.0% | +164.1% |
| All | +743.1% | +74.0% | +669.0% | +693.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling