+790.4%
PAAS vs FE
+561.4%
+229.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -2.9% | +1.9% | -4.8% | -3.5% |
| 30D | +6.8% | -1.2% | +8.0% | +7.2% |
| 3M | -2.9% | +3.5% | -6.4% | -4.1% |
| 6M | -16.4% | -6.1% | -10.4% | -15.0% |
| YTD | 0.0% | +7.6% | -7.6% | -2.5% |
| 1Y | +54.3% | +11.9% | +42.4% | +48.5% |
| 3Y | +230.7% | +48.4% | +182.2% | +191.2% |
| 5Y | +111.6% | +44.8% | +66.8% | +87.2% |
| 10Y | +211.7% | +115.9% | +95.8% | +132.8% |
| All | +790.4% | +561.4% | +229.0% | +604.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling