+197.9%
PAAS vs CP
+259.0%
-61.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.5% |
| 7D | -7.0% | +0.9% | -7.9% | -7.4% |
| 30D | -15.3% | +10.3% | -25.6% | -18.6% |
| 3M | -27.7% | +2.3% | -30.0% | -28.5% |
| 6M | -40.5% | +10.7% | -51.2% | -43.1% |
| YTD | -26.5% | +29.3% | -55.8% | -33.9% |
| 1Y | -0.8% | +31.5% | -32.2% | -11.4% |
| 3Y | +196.9% | +36.7% | +160.2% | +159.3% |
| 5Y | +49.2% | +26.8% | +22.4% | +32.9% |
| All | +197.9% | +259.0% | -61.1% | +99.7% |
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