+49.2%
PAAS vs CG
-21.9%
+71.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -2.8% |
| 7D | -7.0% | -1.5% | -5.5% | -6.6% |
| 30D | -15.3% | +5.7% | -21.0% | -16.7% |
| 3M | -27.7% | -17.9% | -9.9% | -23.7% |
| 6M | -40.5% | -20.2% | -20.3% | -36.8% |
| YTD | -26.5% | -32.0% | +5.5% | -18.8% |
| 1Y | -0.8% | -27.0% | +26.2% | +7.4% |
| 3Y | +196.9% | +42.8% | +154.2% | +153.0% |
| 5Y | +49.2% | -23.4% | +72.6% | +40.0% |
| All | +49.2% | -21.9% | +71.1% | +40.0% |
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