+210.7%
PAAS vs CPB
-40.1%
+250.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.3% |
| 7D | -5.2% | -4.1% | -1.1% | -4.9% |
| 30D | -13.9% | +16.9% | -30.9% | -15.0% |
| 3M | -23.8% | -0.6% | -23.2% | -23.8% |
| 6M | -36.4% | +11.4% | -47.8% | -37.1% |
| YTD | -23.4% | -14.8% | -8.5% | -22.4% |
| 1Y | +5.6% | -24.8% | +30.4% | +8.1% |
| 3Y | +209.7% | -36.6% | +246.3% | +218.6% |
| 5Y | +55.6% | -33.3% | +88.9% | +57.9% |
| All | +210.7% | -40.1% | +250.8% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling