+201.3%
PAAS vs CG
+281.3%
-80.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.6% |
| 7D | +8.4% | -1.2% | +9.6% | +8.7% |
| 30D | -7.2% | +5.0% | -12.2% | -8.2% |
| 3M | -14.0% | -18.2% | +4.2% | -10.5% |
| 6M | -26.8% | -20.7% | -6.0% | -23.3% |
| YTD | -19.8% | -31.4% | +11.6% | -13.8% |
| 1Y | +22.8% | -22.3% | +45.1% | +28.7% |
| 3Y | +183.6% | +50.2% | +133.5% | +154.0% |
| 5Y | +73.8% | -22.1% | +95.9% | +70.4% |
| 10Y | +185.6% | +295.5% | -110.0% | +109.5% |
| All | +201.3% | +281.3% | -80.1% | +126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling