+168.9%
PAAS vs CART
+41.0%
+127.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.6% | +6.8% | +8.1% |
| 7D | -1.1% | +1.4% | -2.5% | -1.3% |
| 30D | -8.5% | +29.7% | -38.1% | -12.0% |
| 3M | -7.3% | +29.7% | -37.0% | -11.2% |
| 6M | -18.3% | +36.8% | -55.1% | -22.8% |
| YTD | -19.2% | +31.7% | -50.8% | -23.5% |
| 1Y | +26.1% | +62.4% | -36.2% | +15.1% |
| 3Y | +183.6% | +120.1% | +63.5% | +142.8% |
| All | +168.9% | +41.0% | +127.9% | +136.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling