+188.9%
PAAS vs CP
+253.8%
-64.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +2.1% |
| 7D | +8.4% | +2.8% | +5.6% | +7.3% |
| 30D | -7.2% | +10.2% | -17.4% | -10.8% |
| 3M | -14.0% | +2.4% | -16.4% | -14.9% |
| 6M | -26.8% | +7.7% | -34.4% | -29.2% |
| YTD | -19.8% | +26.0% | -45.8% | -27.1% |
| 1Y | +22.8% | +34.6% | -11.8% | +8.6% |
| 3Y | +183.6% | +26.7% | +157.0% | +154.9% |
| 5Y | +73.8% | +24.9% | +48.9% | +55.9% |
| All | +188.9% | +253.8% | -64.9% | +88.6% |
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