+119.0%
PAAS vs CG
+10.1%
+108.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.9% |
| 7D | -2.9% | -4.3% | +1.4% | -1.6% |
| 30D | +6.8% | -5.1% | +11.9% | +8.1% |
| 3M | -2.9% | +8.7% | -11.6% | -5.7% |
| 6M | -16.4% | -9.2% | -7.2% | -14.7% |
| YTD | 0.0% | -18.9% | +18.9% | +4.9% |
| 1Y | +54.3% | -25.6% | +80.0% | +65.5% |
| 3Y | +230.7% | +57.3% | +173.4% | +175.3% |
| All | +119.0% | +10.1% | +108.8% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 5y: compounded portfolio wealth divided by compounded CG 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…
5y analysis · Full analysis span regression · 6 months rolling