+3,388.4%
CSGP vs PAAS
+470.6%
+2,917.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.5% |
| 7D | +13.9% | -0.4% | +14.3% | +13.9% |
| 30D | +16.0% | -11.6% | +27.6% | +16.9% |
| 3M | +6.1% | -15.6% | +21.7% | +7.0% |
| 6M | -8.2% | -19.1% | +11.0% | -7.5% |
| YTD | -52.3% | -20.9% | -31.4% | -52.1% |
| 1Y | -54.5% | +21.3% | -75.8% | -55.9% |
| 3Y | -58.6% | +177.4% | -236.0% | -62.9% |
| 5Y | -61.5% | +71.3% | -132.8% | -64.7% |
| 10Y | +74.7% | +181.5% | -106.8% | +49.5% |
| All | +3,388.4% | +470.6% | +2,917.8% | +2,825.4% |
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 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