+105.0%
FAST vs PAAS
+75.8%
+29.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | +0.7% | -0.4% | +1.1% | +0.7% |
| 30D | +4.6% | -11.6% | +16.3% | +5.4% |
| 3M | +6.4% | -15.6% | +21.9% | +7.2% |
| 6M | +20.6% | -19.1% | +39.7% | +21.5% |
| YTD | +34.7% | -20.9% | +55.6% | +35.4% |
| 1Y | +29.7% | +21.3% | +8.4% | +26.7% |
| 3Y | +89.9% | +177.4% | -87.5% | +68.1% |
| 5Y | +105.0% | +71.3% | +33.6% | +91.1% |
| All | +105.0% | +75.8% | +29.2% | +91.1% |
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