+179.6%
PAAS vs CP
+28.7%
+150.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.8% |
| 7D | -0.4% | +6.1% | -6.5% | -3.3% |
| 30D | -11.6% | +9.8% | -21.4% | -15.7% |
| 3M | -15.6% | +2.7% | -18.3% | -16.8% |
| 6M | -19.1% | +12.8% | -31.9% | -24.4% |
| YTD | -20.9% | +28.2% | -49.1% | -30.5% |
| 1Y | +21.3% | +34.1% | -12.8% | +4.0% |
| All | +179.6% | +28.7% | +150.9% | +128.5% |
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