+7,374.8%
SYK vs PAAS
+1,226.8%
+6,148.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.7% | -8.1% | -8.8% |
| 7D | -12.9% | +2.0% | -14.9% | -13.0% |
| 30D | -18.5% | -0.1% | -18.4% | -18.5% |
| 3M | -8.1% | +8.2% | -16.3% | -8.6% |
| 6M | -23.8% | -13.8% | -10.0% | -23.5% |
| YTD | -20.9% | -0.6% | -20.3% | -21.5% |
| 1Y | -29.0% | +44.0% | -73.0% | -31.1% |
| 3Y | -1.7% | +246.6% | -248.3% | -10.1% |
| 5Y | +4.0% | +116.1% | -112.1% | -3.4% |
| 10Y | +168.8% | +202.7% | -34.0% | +139.9% |
| All | +7,374.8% | +1,226.8% | +6,148.0% | +6,115.6% |
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