+14.3%
PAAS vs COO
-8.8%
+23.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.3% |
| 7D | +8.8% | +4.3% | +4.5% | +7.9% |
| 30D | -8.5% | +17.6% | -26.0% | -11.4% |
| 3M | -17.0% | -13.9% | -3.1% | -14.6% |
| 6M | -27.9% | +6.6% | -34.4% | -30.7% |
| YTD | -17.5% | -22.0% | +4.5% | -4.8% |
| All | +14.3% | -8.8% | +23.1% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling