+87.5%
PAAS vs CAPR
-99.1%
+186.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -2.1% |
| 7D | -0.4% | +29.7% | -30.1% | -0.8% |
| 30D | -11.6% | +11.0% | -22.6% | -11.8% |
| 3M | -15.6% | +118.8% | -134.4% | -16.8% |
| 6M | -19.1% | -73.9% | +54.8% | -18.5% |
| YTD | -20.9% | -70.2% | +49.3% | -20.5% |
| 1Y | +21.3% | +38.3% | -17.0% | +15.8% |
| 3Y | +177.4% | +199.7% | -22.3% | +154.7% |
| 5Y | +71.3% | +130.6% | -59.2% | +56.4% |
| 10Y | +181.5% | -68.5% | +250.0% | +145.9% |
| All | +87.5% | -99.1% | +186.7% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling