+185.5%
PAAS vs FFIV
+126.0%
+59.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.8% |
| 7D | +4.2% | -4.2% | +8.4% | +5.3% |
| 30D | -13.8% | -33.9% | +20.1% | -5.0% |
| 3M | -22.7% | -22.6% | -0.1% | -18.5% |
| 6M | -32.1% | -10.4% | -21.7% | -31.3% |
| YTD | -22.3% | +24.3% | -46.6% | -28.3% |
| 1Y | +7.7% | +31.8% | -24.1% | -2.2% |
| 3Y | +214.0% | +99.5% | +114.5% | +151.8% |
| 5Y | +63.2% | +40.7% | +22.5% | +37.7% |
| 10Y | +185.5% | +126.9% | +58.6% | +116.4% |
| All | +185.5% | +126.0% | +59.5% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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