+1,301.2%
PAAS vs CRL
+1,673.3%
-372.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.7% | -5.4% |
| 7D | +4.2% | -1.7% | +5.9% | +4.3% |
| 30D | -13.8% | +14.6% | -28.4% | -16.4% |
| 3M | -22.7% | +24.8% | -47.6% | -26.3% |
| 6M | -32.1% | +94.7% | -126.8% | -40.9% |
| YTD | -22.3% | +73.4% | -95.6% | -31.1% |
| 1Y | +7.7% | +104.7% | -97.0% | -7.7% |
| 3Y | +214.0% | +101.1% | +113.0% | +159.8% |
| 5Y | +63.2% | -10.8% | +74.0% | +54.9% |
| 10Y | +185.5% | +358.8% | -173.3% | +95.2% |
| All | +1,301.2% | +1,673.3% | -372.2% | +669.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling