+199.3%
PAAS vs CFG
+191.5%
+7.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -8.9% | +3.2% | -12.1% | -9.6% |
| 30D | -11.4% | +5.1% | -16.5% | -12.4% |
| 3M | -20.4% | -11.2% | -9.2% | -18.3% |
| 6M | -40.7% | +9.6% | -50.3% | -42.2% |
| YTD | -26.9% | +15.0% | -41.9% | -29.6% |
| 1Y | -3.1% | +29.9% | -32.9% | -8.8% |
| 3Y | +199.3% | +192.1% | +7.2% | +97.0% |
| All | +199.3% | +191.5% | +7.7% | +97.0% |
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