+239.7%
PAAS vs CP
+224.3%
+15.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.2% |
| 7D | +2.6% | +0.6% | +2.0% | +2.4% |
| 30D | +2.5% | -0.5% | +3.0% | +2.6% |
| 3M | +15.1% | +0.1% | +15.0% | +14.7% |
| 6M | -12.1% | +7.8% | -19.9% | -15.0% |
| YTD | +3.1% | +22.9% | -19.8% | -5.5% |
| 1Y | +50.8% | +21.3% | +29.5% | +38.9% |
| 3Y | +259.5% | +20.4% | +239.1% | +229.5% |
| 5Y | +126.3% | +34.9% | +91.4% | +97.8% |
| 10Y | +239.7% | +233.3% | +6.4% | +106.6% |
| All | +239.7% | +224.3% | +15.4% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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