+48.1%
PAAS vs FFIV
+35.3%
+12.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.3% |
| 7D | -8.9% | -0.5% | -8.4% | -8.7% |
| 30D | -11.4% | -32.4% | +21.0% | -0.8% |
| 3M | -20.4% | -25.7% | +5.2% | -14.0% |
| 6M | -40.7% | -13.5% | -27.2% | -39.5% |
| YTD | -26.9% | +21.1% | -48.0% | -34.7% |
| 1Y | -3.1% | +29.4% | -32.5% | -15.3% |
| 3Y | +199.3% | +94.9% | +104.4% | +111.9% |
| All | +48.1% | +35.3% | +12.8% | +10.9% |
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 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