+188.9%
PAAS vs FFIV
+126.1%
+62.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.5% |
| 7D | +8.4% | -8.1% | +16.5% | +10.7% |
| 30D | -7.2% | -33.4% | +26.2% | +2.0% |
| 3M | -14.0% | -24.7% | +10.7% | -8.7% |
| 6M | -26.8% | -8.8% | -17.9% | -26.3% |
| YTD | -19.8% | +21.8% | -41.6% | -25.7% |
| 1Y | +22.8% | +25.3% | -2.5% | +13.0% |
| 3Y | +183.6% | +101.2% | +82.5% | +126.8% |
| 5Y | +73.8% | +40.2% | +33.6% | +47.0% |
| All | +188.9% | +126.1% | +62.8% | +113.1% |
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