+48.1%
PAAS vs CRL
-12.1%
+60.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.4% |
| 7D | -8.9% | +0.1% | -9.0% | -8.9% |
| 30D | -11.4% | +11.9% | -23.3% | -13.8% |
| 3M | -20.4% | +20.2% | -40.6% | -23.8% |
| 6M | -40.7% | +107.5% | -148.2% | -49.2% |
| YTD | -26.9% | +69.4% | -96.4% | -35.4% |
| 1Y | -3.1% | +99.7% | -102.8% | -17.0% |
| 3Y | +199.3% | +98.8% | +100.5% | +145.5% |
| All | +48.1% | -12.1% | +60.2% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling