+75.3%
FDX vs PAAS
+76.1%
-0.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +3.3% |
| 7D | +0.2% | +8.8% | -8.7% | -0.5% |
| 30D | +9.3% | -8.5% | +17.8% | +9.9% |
| 3M | +0.5% | -17.0% | +17.5% | +1.6% |
| 6M | +5.3% | -27.9% | +33.2% | +7.3% |
| YTD | +38.6% | -17.5% | +56.1% | +39.0% |
| 1Y | +53.5% | +22.8% | +30.7% | +49.4% |
| 3Y | +74.2% | +224.2% | -150.0% | +51.3% |
| 5Y | +75.3% | +73.6% | +1.6% | +57.9% |
| All | +75.3% | +76.1% | -0.8% | +57.9% |
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