-3.1%
PAAS vs FGI
+17.8%
-20.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -25.2% | +24.6% | -1.1% |
| 7D | -8.9% | -14.4% | +5.5% | -9.1% |
| 30D | -11.4% | -11.8% | +0.4% | -11.5% |
| 3M | -20.4% | -46.2% | +25.8% | -21.2% |
| 6M | -40.7% | +5.2% | -45.9% | -39.2% |
| YTD | -26.9% | +10.5% | -37.5% | -27.7% |
| 1Y | -3.1% | +25.5% | -28.6% | -5.0% |
| All | -3.1% | +17.8% | -20.8% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling