+70.8%
PAAS vs FE
+42.2%
+28.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.1% |
| 7D | +8.4% | -1.0% | +9.4% | +8.9% |
| 30D | -7.2% | +4.1% | -11.3% | -9.0% |
| 3M | -14.0% | -1.0% | -13.0% | -13.7% |
| 6M | -26.8% | +4.0% | -30.8% | -28.5% |
| YTD | -19.8% | +6.8% | -26.6% | -22.8% |
| 1Y | +22.8% | +5.3% | +17.6% | +19.1% |
| 3Y | +183.6% | +44.6% | +139.1% | +128.0% |
| All | +70.8% | +42.2% | +28.6% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling