+196.2%
PAAS vs FLR
+7.4%
+188.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -8.9% | +5.4% | -14.3% | -9.6% |
| 30D | -11.4% | +2.8% | -14.2% | -11.8% |
| 3M | -20.4% | -6.4% | -14.0% | -19.7% |
| 6M | -40.7% | +8.8% | -49.5% | -41.6% |
| YTD | -26.9% | +23.6% | -50.5% | -29.6% |
| 1Y | -3.1% | +13.8% | -16.9% | -5.5% |
| 3Y | +199.3% | +36.5% | +162.8% | +179.3% |
| 5Y | +48.3% | +119.3% | -71.1% | +29.7% |
| All | +196.2% | +7.4% | +188.8% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling