+45.0%
PAAS vs CPB
-33.1%
+78.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -2.8% |
| 7D | -2.9% | -8.6% | +5.7% | -4.0% |
| 30D | +6.8% | -7.2% | +14.0% | +5.9% |
| 3M | -2.9% | +0.9% | -3.8% | -2.0% |
| 6M | -16.4% | -11.8% | -4.6% | -17.0% |
| YTD | 0.0% | -19.4% | +19.4% | -2.0% |
| All | +45.0% | -33.1% | +78.0% | +33.7% |
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 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