+200.1%
PAAS vs FN
+900.0%
-699.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -2.8% |
| 7D | -2.9% | -1.7% | -1.2% | -2.7% |
| 30D | +6.8% | -22.0% | +28.8% | +10.2% |
| 3M | -2.9% | -43.0% | +40.1% | +4.2% |
| 6M | -16.4% | -27.7% | +11.3% | -14.0% |
| YTD | 0.0% | -10.5% | +10.5% | -0.9% |
| 1Y | +54.3% | +12.5% | +41.8% | +47.6% |
| 3Y | +230.7% | +153.8% | +76.9% | +172.1% |
| 5Y | +111.6% | +288.0% | -176.4% | +61.1% |
| All | +200.1% | +900.0% | -699.9% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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