+179.6%
PAAS vs CF
+56.6%
+122.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.4% | -2.3% |
| 7D | -0.4% | +0.4% | -0.8% | -0.4% |
| 30D | -11.6% | +2.2% | -13.8% | -11.7% |
| 3M | -15.6% | +2.1% | -17.7% | -15.5% |
| 6M | -19.1% | -6.5% | -12.6% | -19.0% |
| YTD | -20.9% | +55.6% | -76.5% | -27.5% |
| 1Y | +21.3% | +42.3% | -21.0% | +12.7% |
| All | +179.6% | +56.6% | +122.9% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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