+107.2%
FAST vs PAAS
+113.1%
-5.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.3% |
| 3M | +5.8% | -2.9% | +8.6% | +5.7% |
| 6M | +8.0% | -16.4% | +24.4% | +8.7% |
| YTD | +25.6% | 0.0% | +25.6% | +24.7% |
| 1Y | +0.8% | +54.3% | -53.5% | -3.1% |
| 3Y | +86.1% | +230.7% | -144.6% | +64.2% |
| All | +107.2% | +113.1% | -5.9% | +82.7% |
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