+248.2%
PAAS vs CRL
+38.0%
+210.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.1% |
| 7D | -2.9% | -1.0% | -1.9% | -2.7% |
| 30D | +6.8% | +10.7% | -3.9% | +5.1% |
| 3M | -2.9% | +55.3% | -58.2% | -9.7% |
| 6M | -16.4% | +60.7% | -77.1% | -23.2% |
| YTD | 0.0% | +44.6% | -44.6% | -7.0% |
| 1Y | +54.3% | +77.7% | -23.4% | +38.8% |
| All | +248.2% | +38.0% | +210.2% | +224.7% |
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