+119.0%
PAAS vs CF
+227.0%
-108.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.1% |
| 7D | -2.9% | +6.0% | -8.9% | -3.5% |
| 30D | +6.8% | +14.8% | -8.0% | +5.2% |
| 3M | -2.9% | +14.1% | -16.9% | -4.4% |
| 6M | -16.4% | +28.5% | -45.0% | -20.6% |
| YTD | 0.0% | +74.9% | -74.9% | -9.8% |
| 1Y | +54.3% | +61.7% | -7.4% | +40.7% |
| 3Y | +230.7% | +80.3% | +150.3% | +190.0% |
| All | +119.0% | +227.0% | -108.0% | +96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling