+894.6%
FIX vs PAAS
+75.8%
+818.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.2% | -9.4% | -11.1% |
| 7D | -27.2% | -0.4% | -26.8% | -27.4% |
| 30D | -46.9% | -11.6% | -35.3% | -45.6% |
| 3M | -44.4% | -15.6% | -28.8% | -42.8% |
| 6M | -50.9% | -19.1% | -31.8% | -49.2% |
| YTD | +3.5% | -20.9% | +24.5% | +6.9% |
| 1Y | -2.1% | +21.3% | -23.4% | -6.7% |
| 3Y | +418.7% | +177.4% | +241.4% | +320.2% |
| 5Y | +894.6% | +71.3% | +823.2% | +768.6% |
| All | +894.6% | +75.8% | +818.7% | +768.6% |
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