+499.7%
FICO vs PAAS
+192.1%
+307.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | -0.9% | +8.4% | -9.3% | -1.9% |
| 30D | +3.3% | -7.2% | +10.5% | +4.0% |
| 3M | -31.7% | -14.0% | -17.7% | -30.8% |
| 6M | -34.0% | -26.8% | -7.2% | -32.2% |
| YTD | -58.3% | -19.8% | -38.5% | -58.1% |
| 1Y | -57.9% | +22.8% | -80.8% | -60.1% |
| 3Y | -24.1% | +183.6% | -207.7% | -37.6% |
| 5Y | +85.3% | +73.8% | +11.5% | +58.4% |
| All | +499.7% | +192.1% | +307.5% | +378.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling