+1,066.9%
FITB vs PAAS
+971.0%
+95.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -0.9% |
| 7D | -1.5% | +8.4% | -9.9% | -2.0% |
| 30D | +5.8% | -7.2% | +13.0% | +6.2% |
| 3M | -6.1% | -14.0% | +7.9% | -5.4% |
| 6M | +5.9% | -26.8% | +32.7% | +7.5% |
| YTD | +16.1% | -19.8% | +35.9% | +16.6% |
| 1Y | +28.8% | +22.8% | +6.0% | +25.9% |
| 3Y | +126.0% | +183.6% | -57.6% | +106.7% |
| 5Y | +45.3% | +73.8% | -28.5% | +35.2% |
| 10Y | +255.4% | +185.6% | +69.8% | +211.4% |
| All | +1,066.9% | +971.0% | +95.8% | +898.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling