-56.4%
FICO vs PAAS
+24.3%
-80.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.4% | -11.6% | -3.2% |
| 7D | +0.4% | -1.1% | +1.5% | +0.5% |
| 30D | +1.7% | -8.5% | +10.1% | +1.7% |
| 3M | -33.0% | -7.3% | -25.7% | -32.7% |
| 6M | -33.9% | -18.3% | -15.6% | -33.5% |
| YTD | -58.5% | -19.2% | -39.4% | -58.2% |
| 1Y | -56.4% | +26.1% | -82.5% | -55.3% |
| All | -56.4% | +24.3% | -80.6% | -55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling