+248.2%
PAAS vs CPB
-40.0%
+288.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -2.5% |
| 7D | -2.9% | -8.6% | +5.7% | -3.2% |
| 30D | +6.8% | -7.2% | +14.0% | +6.5% |
| 3M | -2.9% | +0.9% | -3.8% | -2.7% |
| 6M | -16.4% | -11.8% | -4.6% | -16.4% |
| YTD | 0.0% | -19.4% | +19.4% | 0.0% |
| 1Y | +54.3% | -30.4% | +84.7% | +53.8% |
| All | +248.2% | -40.0% | +288.2% | +221.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling