+1,269.9%
PAAS vs CAG
+256.5%
+1,013.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | -2.9% | -3.8% | +0.9% | -2.5% |
| 30D | +6.8% | +3.1% | +3.7% | +6.4% |
| 3M | -2.9% | +23.5% | -26.4% | -5.1% |
| 6M | -16.4% | -14.8% | -1.6% | -15.3% |
| YTD | 0.0% | -5.4% | +5.5% | +0.3% |
| 1Y | +54.3% | -11.8% | +66.1% | +55.6% |
| 3Y | +230.7% | -36.7% | +267.3% | +242.7% |
| 5Y | +111.6% | -40.3% | +151.9% | +120.2% |
| 10Y | +211.7% | -37.0% | +248.7% | +218.9% |
| All | +1,269.9% | +256.5% | +1,013.3% | +1,613.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling