+2,683.8%
COP vs PAAS
+1,235.6%
+1,448.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.7% |
| 7D | +3.0% | -2.9% | +5.9% | +3.4% |
| 30D | +17.5% | +6.8% | +10.7% | +16.2% |
| 3M | +13.4% | -2.9% | +16.2% | +13.1% |
| 6M | +17.7% | -16.4% | +34.2% | +18.8% |
| YTD | +46.6% | 0.0% | +46.6% | +43.2% |
| 1Y | +44.6% | +54.3% | -9.7% | +31.7% |
| 3Y | +20.7% | +230.7% | -210.0% | -4.6% |
| 5Y | +185.0% | +111.6% | +73.4% | +135.9% |
| 10Y | +347.0% | +211.7% | +135.3% | +222.8% |
| All | +2,683.8% | +1,235.6% | +1,448.2% | +1,524.1% |
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