+55.6%
PAAS vs FFIV
+41.7%
+13.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.6% |
| 7D | -5.2% | -2.9% | -2.2% | -4.3% |
| 30D | -13.9% | -32.4% | +18.5% | -3.5% |
| 3M | -23.8% | -22.7% | -1.1% | -18.6% |
| 6M | -36.4% | -10.7% | -25.7% | -35.8% |
| YTD | -23.4% | +25.4% | -48.7% | -32.2% |
| 1Y | +5.6% | +34.2% | -28.5% | -8.8% |
| 3Y | +209.7% | +101.2% | +108.5% | +117.1% |
| All | +55.6% | +41.7% | +13.8% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling