+215.5%
PAAS vs CF
+5,277.9%
-5,062.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.4% | -4.1% |
| 7D | -0.4% | +0.4% | -0.8% | -1.0% |
| 30D | -11.6% | +2.2% | -13.8% | -12.7% |
| 3M | -15.6% | +2.1% | -17.7% | -16.9% |
| 6M | -19.1% | -6.5% | -12.6% | -19.1% |
| YTD | -20.9% | +55.6% | -76.5% | -34.6% |
| 1Y | +21.3% | +42.3% | -21.0% | +3.2% |
| 3Y | +177.4% | +55.7% | +121.6% | +121.8% |
| 5Y | +71.3% | +122.4% | -51.1% | +14.3% |
| 10Y | +181.5% | +568.5% | -387.1% | +5.5% |
| All | +215.5% | +5,277.9% | -5,062.4% | -54.9% |
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