-23.8%
FICO vs PAAS
+178.1%
-201.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.0% |
| 7D | -0.3% | -0.4% | +0.2% | -0.3% |
| 30D | +1.7% | -11.6% | +13.3% | +2.2% |
| 3M | -35.2% | -15.6% | -19.6% | -34.7% |
| 6M | -33.7% | -19.1% | -14.5% | -33.1% |
| YTD | -58.2% | -20.9% | -37.2% | -58.0% |
| 1Y | -56.6% | +21.3% | -77.9% | -57.8% |
| All | -23.8% | +178.1% | -201.9% | -31.2% |
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