+214.0%
PAAS vs FFIV
+102.8%
+111.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.8% |
| 7D | +4.2% | -4.2% | +8.4% | +5.4% |
| 30D | -13.8% | -33.9% | +20.1% | -4.3% |
| 3M | -22.7% | -22.6% | -0.1% | -18.4% |
| 6M | -32.1% | -10.4% | -21.7% | -31.9% |
| YTD | -22.3% | +24.3% | -46.6% | -30.7% |
| 1Y | +7.7% | +31.8% | -24.1% | -5.7% |
| 3Y | +214.0% | +99.5% | +114.5% | +107.9% |
| All | +214.0% | +102.8% | +111.2% | +107.9% |
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