+22.8%
PAAS vs CPB
-19.1%
+42.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +1.4% |
| 7D | +8.4% | +8.0% | +0.4% | +9.0% |
| 30D | -7.2% | +22.4% | -29.6% | -5.4% |
| 3M | -14.0% | +2.5% | -16.5% | -13.5% |
| 6M | -26.8% | +12.2% | -39.0% | -25.2% |
| YTD | -19.8% | -12.8% | -7.0% | -19.3% |
| 1Y | +22.8% | -19.2% | +42.0% | +18.3% |
| All | +22.8% | -19.1% | +42.0% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling