+499.9%
FAST vs PAAS
+206.7%
+293.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.1% | +0.9% |
| 7D | -0.4% | -2.9% | +2.5% | -0.2% |
| 30D | -0.8% | +6.8% | -7.6% | -1.2% |
| 3M | +5.8% | -2.9% | +8.6% | +5.7% |
| 6M | +8.0% | -16.4% | +24.4% | +8.5% |
| YTD | +25.6% | 0.0% | +25.6% | +24.9% |
| 1Y | +0.8% | +54.3% | -53.5% | -2.2% |
| 3Y | +86.1% | +230.7% | -144.6% | +71.0% |
| 5Y | +100.2% | +111.6% | -11.4% | +86.0% |
| All | +499.9% | +206.7% | +293.2% | +459.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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