+119.0%
PAAS vs FFIV
+91.3%
+27.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.4% |
| 3M | -2.9% | -4.5% | +1.6% | -1.8% |
| 6M | -16.4% | +36.5% | -52.9% | -26.0% |
| YTD | 0.0% | +53.0% | -52.9% | -15.1% |
| 1Y | +54.3% | +24.2% | +30.1% | +39.6% |
| 3Y | +230.7% | +137.2% | +93.5% | +128.6% |
| All | +119.0% | +91.3% | +27.7% | +56.3% |
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