-83.7%
FIG vs PAAS
+51.5%
-135.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.6% | +1.9% |
| 7D | -13.1% | +8.4% | -21.5% | -13.4% |
| 30D | -13.0% | -7.2% | -5.8% | -12.9% |
| 3M | -21.5% | -14.0% | -7.5% | -21.3% |
| 6M | -2.5% | -26.8% | +24.3% | -2.1% |
| YTD | -49.7% | -19.8% | -29.9% | -50.2% |
| 1Y | -59.1% | +22.8% | -81.9% | -60.2% |
| All | -83.7% | +51.5% | -135.2% | -76.3% |
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 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