+224.2%
PAAS vs CAPR
+242.0%
-17.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.4% | -6.6% | +2.9% |
| 7D | +8.8% | +36.0% | -27.2% | +8.7% |
| 30D | -8.5% | +25.8% | -34.2% | -8.5% |
| 3M | -17.0% | +140.8% | -157.8% | -17.2% |
| 6M | -27.9% | -67.6% | +39.7% | -27.8% |
| YTD | -17.5% | -65.9% | +48.4% | -17.4% |
| 1Y | +22.8% | +66.1% | -43.3% | +23.7% |
| 3Y | +224.2% | +256.9% | -32.7% | +223.7% |
| All | +224.2% | +242.0% | -17.8% | +223.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling