+203.1%
FITB vs PAAS
+207.5%
-4.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.6% |
| 7D | +0.8% | -7.0% | +7.9% | +1.4% |
| 30D | +7.3% | -15.3% | +22.6% | +8.5% |
| 3M | -6.3% | -27.7% | +21.4% | -4.4% |
| 6M | +12.6% | -40.5% | +53.0% | +16.2% |
| YTD | +18.0% | -26.5% | +44.5% | +19.3% |
| 1Y | +28.9% | -0.8% | +29.7% | +27.2% |
| 3Y | +139.4% | +196.9% | -57.5% | +112.6% |
| 5Y | +47.2% | +49.2% | -1.9% | +34.9% |
| All | +203.1% | +207.5% | -4.4% | +174.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling