+541.4%
FICO vs PAAS
+205.7%
+335.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +2.2% | -8.9% | +11.1% | +3.2% |
| 30D | +0.1% | -11.4% | +11.5% | +1.2% |
| 3M | -35.2% | -20.4% | -14.7% | -33.6% |
| 6M | -32.4% | -40.7% | +8.3% | -28.8% |
| YTD | -57.4% | -26.9% | -30.5% | -56.8% |
| 1Y | -58.5% | -3.1% | -55.5% | -59.5% |
| 3Y | -28.9% | +199.3% | -228.1% | -42.2% |
| 5Y | +91.7% | +48.3% | +43.4% | +66.7% |
| All | +541.4% | +205.7% | +335.7% | +417.8% |
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