+1,074.2%
PAAS vs FFIV
+7,518.9%
-6,444.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | -2.9% | -1.0% | -1.9% | -2.8% |
| 30D | +6.8% | -5.1% | +11.9% | +7.2% |
| 3M | -2.9% | -4.5% | +1.6% | -2.6% |
| 6M | -16.4% | +36.5% | -52.9% | -18.5% |
| YTD | 0.0% | +53.0% | -52.9% | -3.3% |
| 1Y | +54.3% | +24.2% | +30.1% | +51.3% |
| 3Y | +230.7% | +137.2% | +93.5% | +208.9% |
| 5Y | +111.6% | +91.8% | +19.9% | +99.9% |
| 10Y | +211.7% | +215.2% | -3.5% | +183.1% |
| All | +1,074.2% | +7,518.9% | -6,444.8% | +864.1% |
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