+109.3%
FAST vs PAAS
+76.1%
+33.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | +0.1% | +2.8% |
| 7D | +3.8% | +8.8% | -5.0% | +3.3% |
| 30D | +8.1% | -8.5% | +16.5% | +8.6% |
| 3M | +5.8% | -17.0% | +22.8% | +6.8% |
| 6M | +24.9% | -27.9% | +52.7% | +26.9% |
| YTD | +38.9% | -17.5% | +56.4% | +39.4% |
| 1Y | +36.5% | +22.8% | +13.6% | +33.3% |
| 3Y | +98.1% | +224.2% | -126.1% | +72.9% |
| 5Y | +109.3% | +73.6% | +35.7% | +96.5% |
| All | +109.3% | +76.1% | +33.2% | +96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling