+1,269.9%
PAAS vs CP
+8,585.3%
-7,315.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -2.9% | -2.7% | -0.2% | -2.0% |
| 30D | +6.8% | +0.2% | +6.6% | +6.7% |
| 3M | -2.9% | +2.6% | -5.5% | -3.9% |
| 6M | -16.4% | +6.0% | -22.4% | -18.2% |
| YTD | 0.0% | +24.9% | -24.9% | -7.6% |
| 1Y | +54.3% | +20.1% | +34.2% | +44.4% |
| 3Y | +230.7% | +16.4% | +214.3% | +211.0% |
| 5Y | +111.6% | +31.7% | +79.9% | +89.5% |
| 10Y | +211.7% | +223.9% | -12.1% | +100.0% |
| All | +1,269.9% | +8,585.3% | -7,315.4% | +339.5% |
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 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