+70.8%
PAAS vs CP
+24.4%
+46.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +2.3% |
| 7D | +8.4% | +2.8% | +5.6% | +7.0% |
| 30D | -7.2% | +10.2% | -17.4% | -11.7% |
| 3M | -14.0% | +2.4% | -16.4% | -15.1% |
| 6M | -26.8% | +7.7% | -34.4% | -29.9% |
| YTD | -19.8% | +26.0% | -45.8% | -29.0% |
| 1Y | +22.8% | +34.6% | -11.8% | +5.0% |
| 3Y | +183.6% | +26.7% | +157.0% | +145.9% |
| All | +70.8% | +24.4% | +46.5% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling