-3.6%
PAAS vs FRMI
-89.6%
+86.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +26.7% | -27.3% | -3.9% |
| 7D | -8.9% | +66.2% | -75.2% | -15.5% |
| 30D | -11.4% | -17.4% | +6.0% | -10.0% |
| 3M | -20.4% | -60.5% | +40.0% | -10.8% |
| 6M | -40.7% | -56.5% | +15.8% | -35.7% |
| YTD | -26.9% | -67.4% | +40.4% | -19.3% |
| 1Y | -3.1% | -85.1% | +82.0% | +14.9% |
| All | -3.6% | -89.6% | +86.0% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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