+32.0%
COP vs PAAS
+197.4%
-165.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +1.7% |
| 7D | +3.4% | -7.0% | +10.4% | +3.6% |
| 30D | -0.6% | -15.3% | +14.7% | -0.1% |
| 3M | +10.8% | -27.7% | +38.5% | +12.0% |
| 6M | +19.6% | -40.5% | +60.1% | +22.3% |
| YTD | +52.9% | -26.5% | +79.4% | +52.3% |
| 1Y | +62.2% | -0.8% | +63.0% | +55.8% |
| All | +32.0% | +197.4% | -165.4% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling