+196.2%
PAAS vs CFG
+216.2%
-20.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -8.9% | +3.2% | -12.1% | -9.3% |
| 30D | -11.4% | +5.1% | -16.5% | -11.9% |
| 3M | -20.4% | -11.2% | -9.2% | -19.3% |
| 6M | -40.7% | +9.6% | -50.3% | -41.4% |
| YTD | -26.9% | +15.0% | -41.9% | -28.2% |
| 1Y | -3.1% | +29.9% | -32.9% | -6.0% |
| 3Y | +199.3% | +192.1% | +7.2% | +163.7% |
| 5Y | +48.3% | +62.3% | -14.0% | +35.9% |
| All | +196.2% | +216.2% | -20.0% | +216.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling