-56.6%
FICO vs PAAS
+20.4%
-77.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +0.9% |
| 7D | -0.3% | -0.4% | +0.2% | -0.2% |
| 30D | +1.7% | -11.6% | +13.3% | +1.8% |
| 3M | -35.2% | -15.6% | -19.6% | -35.0% |
| 6M | -33.7% | -19.1% | -14.5% | -33.3% |
| YTD | -58.2% | -20.9% | -37.2% | -57.8% |
| 1Y | -56.6% | +21.3% | -77.9% | -55.6% |
| All | -56.6% | +20.4% | -77.0% | -55.6% |
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