+196.2%
PAAS vs CAPR
-65.7%
+261.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.4% | -0.5% |
| 7D | -8.9% | +5.9% | -14.8% | -9.0% |
| 30D | -11.4% | +44.6% | -56.0% | -11.9% |
| 3M | -20.4% | +126.4% | -146.8% | -21.5% |
| 6M | -40.7% | -68.6% | +27.9% | -40.4% |
| YTD | -26.9% | -67.0% | +40.0% | -26.7% |
| 1Y | -3.1% | +65.2% | -68.2% | -6.9% |
| 3Y | +199.3% | +235.6% | -36.3% | +173.9% |
| 5Y | +48.3% | +175.4% | -127.1% | +34.5% |
| All | +196.2% | -65.7% | +261.9% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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