+31.1%
PAAS vs FRMI
-77.3%
+108.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.5% | -12.2% | -2.3% |
| 7D | +2.0% | +23.3% | -21.3% | -1.1% |
| 30D | -0.1% | -7.6% | +7.5% | +0.6% |
| 3M | +8.2% | +0.2% | +8.1% | +5.9% |
| 6M | -13.8% | -28.7% | +14.9% | -12.9% |
| YTD | -0.6% | -28.6% | +28.0% | -0.4% |
| All | +31.1% | -77.3% | +108.3% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling