+185.5%
PAAS vs CAG
-38.9%
+224.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.2% | -5.7% |
| 7D | +4.2% | +6.6% | -2.5% | +3.3% |
| 30D | -13.8% | +13.9% | -27.7% | -15.4% |
| 3M | -22.7% | +4.0% | -26.8% | -23.3% |
| 6M | -32.1% | +10.0% | -42.1% | -33.2% |
| YTD | -22.3% | -6.1% | -16.1% | -21.9% |
| 1Y | +7.7% | -4.3% | +12.0% | +7.8% |
| 3Y | +214.0% | -34.6% | +248.6% | +228.4% |
| 5Y | +63.2% | -39.4% | +102.7% | +72.5% |
| 10Y | +185.5% | -34.2% | +219.7% | +207.2% |
| All | +185.5% | -38.9% | +224.4% | +207.2% |
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