+70.8%
PAAS vs CNH
-14.7%
+85.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.6% |
| 7D | +8.4% | -1.7% | +10.1% | +9.0% |
| 30D | -7.2% | -7.2% | +0.1% | -5.4% |
| 3M | -14.0% | +6.5% | -20.6% | -16.8% |
| 6M | -26.8% | +7.9% | -34.6% | -30.0% |
| YTD | -19.8% | +26.6% | -46.4% | -27.5% |
| 1Y | +22.8% | +13.8% | +9.1% | +14.6% |
| 3Y | +183.6% | +9.2% | +174.4% | +156.4% |
| All | +70.8% | -14.7% | +85.5% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling