+438.4%
PAAS vs CFG
+386.5%
+52.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +3.8% |
| 7D | +2.6% | -0.6% | +3.2% | +2.7% |
| 30D | +2.5% | -4.5% | +7.0% | +2.9% |
| 3M | +15.1% | +6.3% | +8.8% | +14.3% |
| 6M | -12.1% | +20.6% | -32.7% | -13.8% |
| YTD | +3.1% | +21.2% | -18.2% | +1.0% |
| 1Y | +50.8% | +38.2% | +12.7% | +46.0% |
| 3Y | +259.5% | +185.9% | +73.6% | +224.2% |
| 5Y | +126.3% | +97.0% | +29.3% | +107.4% |
| 10Y | +239.7% | +306.8% | -67.1% | +195.2% |
| All | +438.4% | +386.5% | +52.0% | +359.4% |
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