+188.9%
PAAS vs FN
+753.0%
-564.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.7% | -10.2% | -0.2% |
| 7D | +8.4% | 0.0% | +8.4% | +7.8% |
| 30D | -7.2% | -34.3% | +27.1% | -2.1% |
| 3M | -14.0% | -39.9% | +25.8% | -8.7% |
| 6M | -26.8% | -51.8% | +25.1% | -20.6% |
| YTD | -19.8% | -28.1% | +8.4% | -18.6% |
| 1Y | +22.8% | -29.1% | +51.9% | +24.6% |
| 3Y | +183.6% | +102.4% | +81.2% | +141.1% |
| 5Y | +73.8% | +171.7% | -97.8% | +39.4% |
| All | +188.9% | +753.0% | -564.1% | +113.9% |
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