+603.8%
PAAS vs FE
+566.1%
+37.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | -11.6% | +6.4% | -18.0% | -13.4% |
| 3M | -15.6% | -0.5% | -15.1% | -15.5% |
| 6M | -19.1% | +4.7% | -23.9% | -20.5% |
| YTD | -20.9% | +8.4% | -29.3% | -23.1% |
| 1Y | +21.3% | +7.2% | +14.1% | +18.3% |
| 3Y | +177.4% | +44.9% | +132.5% | +145.9% |
| 5Y | +71.3% | +46.3% | +25.0% | +51.0% |
| 10Y | +181.5% | +110.3% | +71.2% | +111.6% |
| All | +603.8% | +566.1% | +37.7% | +455.2% |
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