+212.2%
PAAS vs FFIV
+130.1%
+82.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.6% |
| 7D | -5.2% | -2.9% | -2.2% | -4.5% |
| 30D | -13.9% | -32.4% | +18.5% | -5.7% |
| 3M | -23.8% | -22.7% | -1.1% | -19.5% |
| 6M | -36.4% | -10.7% | -25.7% | -35.6% |
| YTD | -23.4% | +25.4% | -48.7% | -29.5% |
| 1Y | +5.6% | +34.2% | -28.5% | -4.5% |
| 3Y | +209.7% | +101.2% | +108.5% | +147.5% |
| 5Y | +55.6% | +42.0% | +13.6% | +30.9% |
| 10Y | +212.2% | +126.7% | +85.5% | +134.5% |
| All | +212.2% | +130.1% | +82.2% | +134.5% |
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