+183.6%
PAAS vs CFG
+168.6%
+15.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | +8.4% | -0.9% | +9.3% | +8.7% |
| 30D | -7.2% | +1.1% | -8.2% | -7.3% |
| 3M | -14.0% | -12.0% | -2.0% | -11.5% |
| 6M | -26.8% | -2.2% | -24.5% | -26.7% |
| YTD | -19.8% | +11.4% | -31.2% | -22.1% |
| 1Y | +22.8% | +27.8% | -5.0% | +16.0% |
| 3Y | +183.6% | +173.3% | +10.3% | +87.9% |
| All | +183.6% | +168.6% | +15.0% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling