+186.4%
PAAS vs CNH
+134.0%
+52.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.9% | -8.0% | +0.6% |
| 7D | +8.8% | +8.6% | +0.3% | +6.9% |
| 30D | -8.5% | +12.6% | -21.0% | -11.0% |
| 3M | -17.0% | +17.5% | -34.5% | -20.4% |
| 6M | -27.9% | +18.1% | -46.0% | -31.3% |
| YTD | -17.5% | +40.4% | -57.9% | -24.1% |
| 1Y | +22.8% | +34.0% | -11.2% | +13.8% |
| 3Y | +224.2% | +35.3% | +188.9% | +195.4% |
| 5Y | +73.6% | -5.1% | +78.7% | +66.1% |
| 10Y | +186.4% | +124.0% | +62.3% | +134.7% |
| All | +186.4% | +134.0% | +52.4% | +134.7% |
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