+982.8%
PAAS vs COO
+8,582.4%
-7,599.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.0% |
| 7D | -0.4% | +5.3% | -5.7% | -1.2% |
| 30D | -11.6% | +12.5% | -24.2% | -13.3% |
| 3M | -15.6% | -15.1% | -0.4% | -13.6% |
| 6M | -19.1% | +3.7% | -22.8% | -20.2% |
| YTD | -20.9% | -22.5% | +1.6% | -18.1% |
| 1Y | +21.3% | -7.8% | +29.1% | +22.2% |
| 3Y | +177.4% | -24.1% | +201.5% | +186.0% |
| 5Y | +71.3% | -40.1% | +111.4% | +82.1% |
| 10Y | +181.5% | +44.7% | +136.8% | +164.9% |
| All | +982.8% | +8,582.4% | -7,599.6% | +566.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling