+186.4%
PAAS vs FLR
+17.5%
+168.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.3% | -5.4% | +1.6% |
| 7D | +8.8% | +8.5% | +0.3% | +7.4% |
| 30D | -8.5% | -0.7% | -7.8% | -8.4% |
| 3M | -17.0% | -11.7% | -5.3% | -15.6% |
| 6M | -27.9% | +16.2% | -44.1% | -29.7% |
| YTD | -17.5% | +27.0% | -44.5% | -20.8% |
| 1Y | +22.8% | +10.1% | +12.8% | +20.2% |
| 3Y | +224.2% | +46.2% | +178.0% | +199.7% |
| 5Y | +73.6% | +121.4% | -47.8% | +51.4% |
| 10Y | +186.4% | +11.0% | +175.4% | +121.4% |
| All | +186.4% | +17.5% | +168.9% | +121.4% |
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