+1,097.2%
FITB vs PAAS
+1,235.6%
-138.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | 0.0% |
| 7D | +0.6% | -2.9% | +3.5% | +0.8% |
| 30D | -4.7% | +6.8% | -11.5% | -5.2% |
| 3M | +6.7% | -2.9% | +9.6% | +6.6% |
| 6M | +12.6% | -16.4% | +29.0% | +13.3% |
| YTD | +19.1% | 0.0% | +19.1% | +18.2% |
| 1Y | +22.6% | +54.3% | -31.7% | +18.1% |
| 3Y | +127.1% | +230.7% | -103.6% | +105.9% |
| 5Y | +71.8% | +111.6% | -39.8% | +58.1% |
| 10Y | +287.2% | +211.7% | +75.5% | +237.2% |
| All | +1,097.2% | +1,235.6% | -138.4% | +911.4% |
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 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