+186.4%
PAAS vs CP
+261.0%
-74.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.1% |
| 7D | +8.8% | +2.8% | +6.1% | +7.7% |
| 30D | -8.5% | +11.3% | -19.8% | -12.4% |
| 3M | -17.0% | +2.9% | -19.9% | -18.0% |
| 6M | -27.9% | +9.8% | -37.7% | -30.8% |
| YTD | -17.5% | +28.5% | -46.0% | -25.6% |
| 1Y | +22.8% | +33.5% | -10.7% | +9.0% |
| 3Y | +224.2% | +31.9% | +192.3% | +186.9% |
| 5Y | +73.6% | +25.5% | +48.1% | +55.2% |
| 10Y | +186.4% | +257.6% | -71.2% | +85.3% |
| All | +186.4% | +261.0% | -74.6% | +85.3% |
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