+602.8%
FICO vs PAAS
+206.7%
+396.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.4% | -14.3% | -16.4% |
| 7D | -19.2% | -2.9% | -16.3% | -18.9% |
| 30D | -14.6% | +6.8% | -21.4% | -15.3% |
| 3M | -20.1% | -2.9% | -17.2% | -20.1% |
| 6M | -36.3% | -16.4% | -19.9% | -35.6% |
| YTD | -44.9% | 0.0% | -44.9% | -45.8% |
| 1Y | -38.6% | +54.3% | -93.0% | -43.3% |
| 3Y | +4.0% | +230.7% | -226.7% | -15.8% |
| 5Y | +99.5% | +111.6% | -12.1% | +67.0% |
| All | +602.8% | +206.7% | +396.1% | +461.3% |
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