+949.7%
PAAS vs CAG
+245.5%
+704.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.1% |
| 7D | -5.2% | -1.8% | -3.4% | -5.0% |
| 30D | -13.9% | +9.7% | -23.6% | -14.8% |
| 3M | -23.8% | +0.5% | -24.3% | -23.9% |
| 6M | -36.4% | +8.9% | -45.3% | -37.2% |
| YTD | -23.4% | -8.4% | -15.0% | -23.0% |
| 1Y | +5.6% | -8.3% | +13.9% | +6.1% |
| 3Y | +209.7% | -36.1% | +245.8% | +220.2% |
| 5Y | +55.6% | -40.1% | +95.7% | +61.7% |
| 10Y | +212.2% | -36.9% | +249.1% | +219.3% |
| All | +949.7% | +245.5% | +704.1% | +1,215.7% |
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