+188.9%
PAAS vs CRL
+386.8%
-197.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.8% | -6.4% | -0.2% |
| 7D | +8.4% | -6.1% | +14.5% | +9.5% |
| 30D | -7.2% | +12.4% | -19.6% | -10.1% |
| 3M | -14.0% | +27.1% | -41.1% | -18.9% |
| 6M | -26.8% | +85.7% | -112.5% | -36.8% |
| YTD | -19.8% | +69.2% | -89.0% | -29.8% |
| 1Y | +22.8% | +97.5% | -74.7% | +3.8% |
| 3Y | +183.6% | +86.1% | +97.5% | +132.2% |
| 5Y | +73.8% | -10.0% | +83.9% | +66.3% |
| All | +188.9% | +386.8% | -197.9% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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