+202.7%
PAAS vs CAG
-36.5%
+239.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.5% |
| 7D | +2.0% | -5.3% | +7.3% | +2.8% |
| 30D | -0.1% | +1.0% | -1.1% | -0.3% |
| 3M | +8.2% | +17.4% | -9.1% | +5.5% |
| 6M | -13.8% | -16.8% | +3.0% | -11.6% |
| YTD | -0.6% | -6.8% | +6.1% | +0.1% |
| 1Y | +44.0% | -15.4% | +59.4% | +46.9% |
| 3Y | +246.6% | -37.1% | +283.7% | +266.3% |
| 5Y | +116.1% | -41.3% | +157.3% | +130.3% |
| 10Y | +202.7% | -35.5% | +238.2% | +213.0% |
| All | +202.7% | -36.5% | +239.2% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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