+3.8%
SYK vs PAAS
+116.4%
-112.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.6% |
| 7D | -12.3% | -3.7% | -8.6% | -12.0% |
| 30D | -22.4% | -1.9% | -20.6% | -22.4% |
| 3M | -12.3% | +15.1% | -27.4% | -13.7% |
| 6M | -24.3% | -17.1% | -7.2% | -23.4% |
| YTD | -22.8% | -1.3% | -21.4% | -23.9% |
| 1Y | -28.8% | +41.1% | -69.9% | -33.1% |
| 3Y | -4.0% | +244.2% | -248.2% | -23.3% |
| 5Y | +3.8% | +120.8% | -117.0% | -13.9% |
| All | +3.8% | +116.4% | -112.5% | -13.9% |
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