+200.1%
PAAS vs CFG
+317.4%
-117.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -2.9% | +1.5% | -4.4% | -3.1% |
| 30D | +6.8% | -3.8% | +10.6% | +7.2% |
| 3M | -2.9% | +11.5% | -14.4% | -4.2% |
| 6M | -16.4% | +19.2% | -35.6% | -18.2% |
| YTD | 0.0% | +23.7% | -23.7% | -2.5% |
| 1Y | +54.3% | +38.8% | +15.5% | +48.3% |
| 3Y | +230.7% | +178.9% | +51.8% | +192.5% |
| 5Y | +111.6% | +101.8% | +9.9% | +90.2% |
| All | +200.1% | +317.4% | -117.3% | +147.6% |
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