+212.2%
PAAS vs CNH
+113.9%
+98.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.8% |
| 7D | -5.2% | +6.7% | -11.8% | -6.5% |
| 30D | -13.9% | +7.2% | -21.1% | -15.4% |
| 3M | -23.8% | +17.5% | -41.3% | -26.9% |
| 6M | -36.4% | +15.0% | -51.4% | -39.0% |
| YTD | -23.4% | +36.8% | -60.1% | -29.1% |
| 1Y | +5.6% | +27.6% | -22.0% | -1.1% |
| 3Y | +209.7% | +34.3% | +175.4% | +182.7% |
| 5Y | +55.6% | -12.2% | +67.8% | +50.5% |
| 10Y | +212.2% | +113.9% | +98.4% | +149.7% |
| All | +212.2% | +113.9% | +98.4% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling