+137.2%
PAAS vs CAPR
-99.1%
+236.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.4% |
| 7D | -2.9% | -2.0% | -0.9% | -2.9% |
| 30D | +6.8% | +139.2% | -132.4% | +5.3% |
| 3M | -2.9% | -66.4% | +63.5% | -2.4% |
| 6M | -16.4% | -63.1% | +46.7% | -16.1% |
| YTD | 0.0% | -67.4% | +67.5% | +0.5% |
| 1Y | +54.3% | +58.2% | -3.9% | +47.0% |
| 3Y | +230.7% | +42.2% | +188.5% | +207.7% |
| 5Y | +111.6% | +87.3% | +24.4% | +94.0% |
| 10Y | +211.7% | -75.3% | +287.0% | +173.6% |
| All | +137.2% | -99.1% | +236.3% | +97.3% |
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