+48.1%
PAAS vs FE
+47.0%
+1.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.1% |
| 7D | -8.9% | +1.2% | -10.1% | -9.4% |
| 30D | -11.4% | +4.5% | -15.9% | -13.3% |
| 3M | -20.4% | +1.3% | -21.8% | -21.0% |
| 6M | -40.7% | +8.7% | -49.4% | -43.3% |
| YTD | -26.9% | +9.2% | -36.2% | -30.4% |
| 1Y | -3.1% | +7.0% | -10.0% | -6.7% |
| 3Y | +199.3% | +51.4% | +147.9% | +134.8% |
| All | +48.1% | +47.0% | +1.1% | +25.1% |
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