+196.2%
PAAS vs CNH
+106.0%
+90.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -8.9% | +3.0% | -11.9% | -9.5% |
| 30D | -11.4% | -0.6% | -10.8% | -11.5% |
| 3M | -20.4% | +14.6% | -35.1% | -23.3% |
| 6M | -40.7% | +11.8% | -52.5% | -42.8% |
| YTD | -26.9% | +30.4% | -57.4% | -31.8% |
| 1Y | -3.1% | +19.1% | -22.1% | -7.9% |
| 3Y | +199.3% | +30.2% | +169.1% | +175.2% |
| 5Y | +48.3% | -17.8% | +66.1% | +45.3% |
| All | +196.2% | +106.0% | +90.2% | +138.5% |
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