+2,725.5%
COP vs PAAS
+971.0%
+1,754.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | -11.5% | +8.4% | -19.9% | -12.6% |
| 30D | +5.0% | -7.2% | +12.1% | +5.7% |
| 3M | +17.5% | -14.0% | +31.5% | +19.2% |
| 6M | +16.2% | -26.8% | +43.0% | +19.7% |
| YTD | +48.8% | -19.8% | +68.6% | +49.2% |
| 1Y | +64.1% | +22.8% | +41.3% | +54.1% |
| 3Y | +25.7% | +183.6% | -158.0% | +1.1% |
| 5Y | +114.4% | +73.8% | +40.5% | +81.7% |
| 10Y | +331.7% | +185.6% | +146.1% | +214.6% |
| All | +2,725.5% | +971.0% | +1,754.5% | +1,592.0% |
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