+199.5%
PAAS vs CPB
-47.3%
+246.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -2.1% |
| 7D | -2.9% | -8.6% | +5.7% | -2.2% |
| 30D | +6.8% | -7.2% | +14.0% | +7.4% |
| 3M | -2.9% | +0.9% | -3.8% | -3.2% |
| 6M | -16.4% | -11.8% | -4.6% | -15.6% |
| YTD | 0.0% | -19.4% | +19.4% | +1.9% |
| 1Y | +54.3% | -30.4% | +84.7% | +59.4% |
| 3Y | +230.7% | -40.2% | +270.8% | +243.2% |
| 5Y | +111.6% | -39.5% | +151.1% | +117.6% |
| All | +199.5% | -47.3% | +246.8% | +251.7% |
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