+73.4%
CL vs PAAS
+192.1%
-118.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.6% | -2.2% |
| 7D | +1.3% | +8.4% | -7.1% | +1.0% |
| 30D | +11.4% | -7.2% | +18.5% | +11.6% |
| 3M | +4.4% | -14.0% | +18.4% | +4.8% |
| 6M | +10.8% | -26.8% | +37.5% | +11.8% |
| YTD | +25.1% | -19.8% | +44.9% | +25.4% |
| 1Y | +28.0% | +22.8% | +5.1% | +25.7% |
| 3Y | +37.6% | +183.6% | -146.0% | +27.9% |
| 5Y | +39.7% | +73.8% | -34.1% | +31.9% |
| All | +73.4% | +192.1% | -118.7% | +55.6% |
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 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