+248.2%
PAAS vs FFIV
+136.9%
+111.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -2.9% | -1.0% | -1.9% | -2.6% |
| 30D | +6.8% | -5.1% | +11.9% | +8.3% |
| 3M | -2.9% | -4.5% | +1.6% | -1.9% |
| 6M | -16.4% | +36.5% | -52.9% | -25.2% |
| YTD | 0.0% | +53.0% | -52.9% | -13.7% |
| 1Y | +54.3% | +24.2% | +30.1% | +40.5% |
| All | +248.2% | +136.9% | +111.3% | +158.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling