+841.6%
PAAS vs FFIV
+5,965.2%
-5,123.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.5% |
| 7D | +8.4% | -8.1% | +16.5% | +9.1% |
| 30D | -7.2% | -33.4% | +26.2% | -4.5% |
| 3M | -14.0% | -24.7% | +10.7% | -12.4% |
| 6M | -26.8% | -8.8% | -17.9% | -26.5% |
| YTD | -19.8% | +21.8% | -41.6% | -21.3% |
| 1Y | +22.8% | +25.3% | -2.5% | +20.3% |
| 3Y | +183.6% | +101.2% | +82.5% | +167.9% |
| 5Y | +73.8% | +40.2% | +33.6% | +67.7% |
| 10Y | +185.6% | +129.0% | +56.6% | +164.8% |
| All | +841.6% | +5,965.2% | -5,123.6% | +684.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling