+188.9%
PAAS vs CPB
-37.5%
+226.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +1.6% |
| 7D | +8.4% | +8.0% | +0.4% | +7.8% |
| 30D | -7.2% | +22.4% | -29.6% | -8.6% |
| 3M | -14.0% | +3.8% | -17.9% | -14.3% |
| 6M | -26.8% | +13.7% | -40.4% | -27.7% |
| YTD | -19.8% | -11.7% | -8.1% | -19.0% |
| 1Y | +22.8% | -18.1% | +41.0% | +24.7% |
| 3Y | +183.6% | -34.7% | +218.4% | +191.5% |
| 5Y | +73.8% | -30.6% | +104.4% | +75.9% |
| All | +188.9% | -37.5% | +226.4% | +171.7% |
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