+199.3%
PAAS vs CP
+36.4%
+162.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -8.9% | +2.1% | -11.1% | -9.9% |
| 30D | -11.4% | +9.3% | -20.7% | -15.3% |
| 3M | -20.4% | +0.5% | -20.9% | -20.7% |
| 6M | -40.7% | +10.4% | -51.1% | -44.0% |
| YTD | -26.9% | +28.7% | -55.6% | -35.9% |
| 1Y | -3.1% | +33.2% | -36.2% | -16.5% |
| 3Y | +199.3% | +38.4% | +160.8% | +131.4% |
| All | +199.3% | +36.4% | +162.9% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling