+94.1%
PAAS vs FN
+2,575.5%
-2,481.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -14.2% | +12.1% | -0.2% |
| 7D | -0.4% | -16.0% | +15.6% | +1.6% |
| 30D | -11.6% | -40.1% | +28.5% | -5.7% |
| 3M | -15.6% | -43.9% | +28.3% | -9.7% |
| 6M | -19.1% | -55.6% | +36.5% | -11.4% |
| YTD | -20.9% | -35.7% | +14.7% | -18.6% |
| 1Y | +21.3% | -39.8% | +61.1% | +25.7% |
| 3Y | +177.4% | +80.3% | +97.1% | +139.8% |
| 5Y | +71.3% | +143.3% | -72.0% | +39.7% |
| 10Y | +181.5% | +682.3% | -500.8% | +91.8% |
| All | +94.1% | +2,575.5% | -2,481.4% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling