+213.9%
PAAS vs FDS
-22.8%
+236.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.4% |
| 7D | -5.2% | -2.1% | -3.0% | -5.1% |
| 30D | -13.9% | +16.0% | -29.9% | -14.4% |
| 3M | -23.8% | +18.8% | -42.6% | -24.1% |
| 6M | -36.4% | +54.1% | -90.5% | -37.8% |
| YTD | -23.4% | +17.0% | -40.4% | -21.3% |
| 1Y | +5.6% | +25.5% | -19.9% | +6.6% |
| All | +213.9% | -22.8% | +236.7% | +258.2% |
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