+319.0%
PAAS vs CFG
+347.0%
-28.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.5% |
| 7D | +8.4% | -0.9% | +9.3% | +8.5% |
| 30D | -7.2% | +1.1% | -8.2% | -7.2% |
| 3M | -14.0% | -12.0% | -2.0% | -12.9% |
| 6M | -26.8% | -2.2% | -24.5% | -26.7% |
| YTD | -19.8% | +11.4% | -31.2% | -20.7% |
| 1Y | +22.8% | +27.8% | -5.0% | +19.9% |
| 3Y | +183.6% | +173.3% | +10.3% | +157.4% |
| 5Y | +73.8% | +62.4% | +11.4% | +61.7% |
| 10Y | +185.6% | +249.6% | -64.0% | +149.2% |
| All | +319.0% | +347.0% | -28.0% | +260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling