+10,284.2%
FAST vs PAAS
+1,235.6%
+9,048.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +67.5% |
| 5Y | +100.2% | +111.6% | -11.4% | +83.5% |
| 10Y | +494.2% | +211.7% | +282.5% | +409.2% |
| All | +10,284.2% | +1,235.6% | +9,048.5% | +8,183.5% |
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 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