+310.1%
COP vs PAAS
+168.2%
+141.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.8% | +6.7% | +1.5% |
| 7D | -6.1% | +4.2% | -10.3% | -6.7% |
| 30D | +1.1% | -13.8% | +14.9% | +2.6% |
| 3M | +10.9% | -22.7% | +33.7% | +13.7% |
| 6M | +20.8% | -32.1% | +52.9% | +25.1% |
| YTD | +48.0% | -22.3% | +70.3% | +48.5% |
| 1Y | +58.5% | +7.7% | +50.9% | +51.4% |
| 3Y | +28.1% | +214.0% | -185.9% | +1.0% |
| 5Y | +120.5% | +63.2% | +57.2% | +87.0% |
| 10Y | +310.1% | +185.5% | +124.6% | +214.8% |
| All | +310.1% | +168.2% | +141.9% | +214.8% |
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