+119.0%
PAAS vs FLR
+242.2%
-123.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.8% |
| 7D | -2.9% | +5.4% | -8.3% | -4.2% |
| 30D | +6.8% | +11.4% | -4.6% | +3.5% |
| 3M | -2.9% | +11.4% | -14.3% | -6.1% |
| 6M | -16.4% | +16.6% | -33.1% | -20.8% |
| YTD | 0.0% | +41.7% | -41.7% | -9.5% |
| 1Y | +54.3% | +35.4% | +18.9% | +40.8% |
| 3Y | +230.7% | +57.3% | +173.4% | +175.2% |
| All | +119.0% | +242.2% | -123.3% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling