+70.8%
PAAS vs FFIV
+39.5%
+31.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.5% |
| 7D | +8.4% | -8.1% | +16.5% | +11.2% |
| 30D | -7.2% | -33.4% | +26.2% | +4.5% |
| 3M | -14.0% | -24.7% | +10.7% | -7.5% |
| 6M | -26.8% | -8.8% | -17.9% | -26.7% |
| YTD | -19.8% | +21.8% | -41.6% | -28.4% |
| 1Y | +22.8% | +25.3% | -2.5% | +8.5% |
| 3Y | +183.6% | +101.2% | +82.5% | +98.4% |
| All | +70.8% | +39.5% | +31.3% | +25.4% |
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