+213.9%
PAAS vs CRL
+100.7%
+113.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -5.2% | +5.0% | -10.2% | -5.9% |
| 30D | -13.9% | +13.5% | -27.5% | -16.0% |
| 3M | -23.8% | +21.5% | -45.3% | -26.4% |
| 6M | -36.4% | +103.4% | -139.8% | -43.3% |
| YTD | -23.4% | +71.8% | -95.1% | -30.6% |
| 1Y | +5.6% | +97.5% | -91.9% | -5.9% |
| All | +213.9% | +100.7% | +113.3% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling