+183.6%
PAAS vs FDS
-23.2%
+206.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.1% | +1.6% |
| 7D | +8.4% | -0.5% | +8.9% | +8.4% |
| 30D | -7.2% | +20.2% | -27.4% | -7.8% |
| 3M | -14.0% | +19.9% | -33.9% | -14.5% |
| 6M | -26.8% | +56.2% | -82.9% | -28.7% |
| YTD | -19.8% | +14.6% | -34.3% | -17.7% |
| 1Y | +22.8% | +31.6% | -8.8% | +22.0% |
| 3Y | +183.6% | -23.8% | +207.5% | +215.8% |
| All | +183.6% | -23.2% | +206.8% | +215.8% |
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