-3.1%
PAAS vs FDS
+25.7%
-28.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -8.9% | +1.5% | -10.4% | -8.8% |
| 30D | -11.4% | +14.8% | -26.2% | -10.4% |
| 3M | -20.4% | +16.3% | -36.7% | -19.2% |
| 6M | -40.7% | +66.2% | -106.9% | -37.9% |
| YTD | -26.9% | +16.2% | -43.2% | -21.9% |
| 1Y | -3.1% | +21.8% | -24.9% | +6.7% |
| All | -3.1% | +25.7% | -28.7% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling