+299.2%
PAAS vs CF
+5,948.3%
-5,649.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -1.4% |
| 7D | -2.9% | +6.0% | -8.9% | -4.8% |
| 30D | +6.8% | +14.8% | -8.0% | +2.1% |
| 3M | -2.9% | +14.1% | -16.9% | -7.4% |
| 6M | -16.4% | +28.5% | -45.0% | -25.6% |
| YTD | 0.0% | +74.9% | -74.9% | -19.6% |
| 1Y | +54.3% | +61.7% | -7.4% | +26.8% |
| 3Y | +230.7% | +80.3% | +150.3% | +153.3% |
| 5Y | +111.6% | +226.0% | -114.3% | +23.9% |
| 10Y | +211.7% | +569.9% | -358.1% | +18.3% |
| All | +299.2% | +5,948.3% | -5,649.1% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling