+185.5%
PAAS vs CP
+255.2%
-69.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.6% | -5.7% |
| 7D | +4.2% | +2.8% | +1.4% | +3.1% |
| 30D | -13.8% | +11.0% | -24.8% | -17.4% |
| 3M | -22.7% | +3.8% | -26.6% | -24.0% |
| 6M | -32.1% | +9.5% | -41.6% | -34.8% |
| YTD | -22.3% | +28.2% | -50.5% | -29.9% |
| 1Y | +7.7% | +33.0% | -25.3% | -4.4% |
| 3Y | +214.0% | +35.5% | +178.5% | +175.0% |
| 5Y | +63.2% | +25.8% | +37.4% | +45.7% |
| 10Y | +185.5% | +250.7% | -65.2% | +81.8% |
| All | +185.5% | +255.2% | -69.7% | +81.8% |
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