+199.5%
PAAS vs FDS
+87.3%
+112.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -1.6% |
| 7D | -2.9% | -1.9% | -1.0% | -2.5% |
| 30D | +6.8% | +9.0% | -2.2% | +4.7% |
| 3M | -2.9% | +18.9% | -21.7% | -7.5% |
| 6M | -16.4% | +35.1% | -51.6% | -24.0% |
| YTD | 0.0% | +5.5% | -5.5% | -2.6% |
| 1Y | +54.3% | -16.8% | +71.1% | +61.0% |
| 3Y | +230.7% | -28.1% | +258.7% | +258.6% |
| 5Y | +111.6% | -17.4% | +129.1% | +117.1% |
| All | +199.5% | +87.3% | +112.2% | +185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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