+212.2%
PAAS vs FE
+120.9%
+91.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -5.2% | -0.4% | -4.8% | -5.1% |
| 30D | -13.9% | +3.6% | -17.5% | -14.9% |
| 3M | -23.8% | +0.3% | -24.1% | -23.9% |
| 6M | -36.4% | +6.4% | -42.8% | -37.7% |
| YTD | -23.4% | +8.1% | -31.5% | -25.3% |
| 1Y | +5.6% | +4.6% | +1.0% | +3.9% |
| 3Y | +209.7% | +49.1% | +160.6% | +173.5% |
| 5Y | +55.6% | +46.1% | +9.5% | +38.4% |
| 10Y | +212.2% | +122.7% | +89.5% | +160.5% |
| All | +212.2% | +120.9% | +91.3% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling