+76.9%
FICO vs PAAS
+71.7%
+5.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | -0.9% | +8.4% | -9.3% | -1.8% |
| 30D | +3.3% | -7.2% | +10.5% | +3.9% |
| 3M | -31.7% | -14.0% | -17.7% | -30.9% |
| 6M | -34.0% | -26.8% | -7.2% | -32.3% |
| YTD | -58.3% | -19.8% | -38.5% | -58.2% |
| 1Y | -57.9% | +22.8% | -80.8% | -60.2% |
| 3Y | -24.1% | +183.6% | -207.7% | -39.4% |
| All | +76.9% | +71.7% | +5.2% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling