-26.7%
FICO vs PAAS
+206.7%
-233.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.8% | +6.8% | +1.2% |
| 7D | +0.9% | +4.2% | -3.3% | +0.6% |
| 30D | +9.4% | -13.8% | +23.2% | +10.1% |
| 3M | -30.4% | -22.7% | -7.7% | -29.6% |
| 6M | -35.1% | -32.1% | -3.0% | -34.0% |
| YTD | -56.8% | -22.3% | -34.5% | -56.6% |
| 1Y | -58.4% | +7.7% | -66.1% | -59.3% |
| 3Y | -26.7% | +214.0% | -240.7% | -35.1% |
| All | -26.7% | +206.7% | -233.3% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling