+48.9%
PAAS vs FDS
-23.4%
+72.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | -7.0% | -2.6% | -4.5% | -6.8% |
| 30D | -15.3% | +14.1% | -29.4% | -16.9% |
| 3M | -27.7% | +19.8% | -47.5% | -29.7% |
| 6M | -40.5% | +55.0% | -95.4% | -45.2% |
| YTD | -26.5% | +15.9% | -42.4% | -27.4% |
| 1Y | -0.8% | +24.2% | -25.0% | -4.3% |
| 3Y | +196.9% | -24.0% | +221.0% | +235.2% |
| All | +48.9% | -23.4% | +72.4% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling