+179.6%
PAAS vs CART
+111.7%
+67.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.8% |
| 7D | -0.4% | +1.2% | -1.6% | -0.6% |
| 30D | -11.6% | +27.1% | -38.7% | -14.9% |
| 3M | -15.6% | +27.4% | -43.0% | -19.0% |
| 6M | -19.1% | +32.1% | -51.3% | -23.2% |
| YTD | -20.9% | +28.5% | -49.4% | -25.0% |
| 1Y | +21.3% | +58.8% | -37.5% | +10.7% |
| All | +179.6% | +111.7% | +67.9% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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