+222.6%
PAAS vs CF
+4,965.4%
-4,742.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -4.4% | +12.7% | +9.7% |
| 7D | -1.1% | -6.9% | +5.8% | +0.8% |
| 30D | -8.5% | -3.7% | -4.7% | -7.8% |
| 3M | -7.3% | -5.0% | -2.3% | -6.6% |
| 6M | -18.3% | -10.5% | -7.8% | -17.1% |
| YTD | -19.2% | +46.5% | -65.7% | -31.8% |
| 1Y | +26.1% | +34.8% | -8.7% | +9.3% |
| 3Y | +183.6% | +46.7% | +136.9% | +131.3% |
| 5Y | +81.2% | +112.0% | -30.8% | +22.8% |
| 10Y | +187.8% | +529.7% | -341.9% | +9.9% |
| All | +222.6% | +4,965.4% | -4,742.8% | -53.0% |
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