+248.2%
PAAS vs FDS
-27.9%
+276.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -2.2% |
| 7D | -2.9% | -1.9% | -1.0% | -2.8% |
| 30D | +6.8% | +9.0% | -2.2% | +6.5% |
| 3M | -2.9% | +18.9% | -21.7% | -3.6% |
| 6M | -16.4% | +35.1% | -51.6% | -18.0% |
| YTD | 0.0% | +5.5% | -5.5% | +2.8% |
| 1Y | +54.3% | -16.8% | +71.1% | +69.2% |
| All | +248.2% | -27.9% | +276.1% | +305.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling