+320.3%
COP vs PAAS
+192.1%
+128.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | -11.5% | +8.4% | -19.9% | -12.4% |
| 30D | +5.0% | -7.2% | +12.1% | +5.6% |
| 3M | +17.5% | -14.0% | +31.5% | +19.0% |
| 6M | +16.2% | -26.8% | +43.0% | +19.3% |
| YTD | +48.8% | -19.8% | +68.6% | +48.8% |
| 1Y | +64.1% | +22.8% | +41.3% | +53.9% |
| 3Y | +25.7% | +183.6% | -158.0% | +0.6% |
| 5Y | +114.4% | +73.8% | +40.5% | +80.4% |
| All | +320.3% | +192.1% | +128.1% | +219.4% |
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