+119.0%
PAAS vs CAG
-40.1%
+159.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | -2.9% | -3.8% | +0.9% | -2.6% |
| 30D | +6.8% | +3.1% | +3.7% | +6.6% |
| 3M | -2.9% | +23.5% | -26.4% | -4.4% |
| 6M | -16.4% | -14.8% | -1.6% | -15.2% |
| YTD | 0.0% | -5.4% | +5.5% | +0.8% |
| 1Y | +54.3% | -11.8% | +66.1% | +56.1% |
| 3Y | +230.7% | -36.7% | +267.3% | +239.9% |
| All | +119.0% | -40.1% | +159.0% | +132.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling