+11,031.2%
FAST vs PAAS
+955.7%
+10,075.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.3% |
| 6M | +20.6% | -19.1% | +39.7% | +21.6% |
| YTD | +34.7% | -20.9% | +55.6% | +35.5% |
| 1Y | +29.7% | +21.3% | +8.4% | +26.7% |
| 3Y | +89.9% | +177.4% | -87.5% | +72.8% |
| 5Y | +105.0% | +71.3% | +33.6% | +90.3% |
| 10Y | +594.2% | +181.5% | +412.7% | +498.2% |
| All | +11,031.2% | +955.7% | +10,075.5% | +8,902.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling