+982.8%
PAAS vs CP
+8,809.5%
-7,826.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -0.4% | +6.1% | -6.5% | -2.4% |
| 30D | -11.6% | +9.8% | -21.4% | -14.4% |
| 3M | -15.6% | +2.7% | -18.3% | -16.4% |
| 6M | -19.1% | +12.8% | -31.9% | -22.6% |
| YTD | -20.9% | +28.2% | -49.1% | -27.6% |
| 1Y | +21.3% | +34.1% | -12.8% | +9.3% |
| 3Y | +177.4% | +28.9% | +148.5% | +151.9% |
| 5Y | +71.3% | +27.1% | +44.3% | +55.3% |
| 10Y | +181.5% | +264.8% | -83.3% | +73.4% |
| All | +982.8% | +8,809.5% | -7,826.7% | +244.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling