+197.9%
PAAS vs FTI
+183.5%
+14.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | -7.0% | +5.4% | -12.5% | -7.9% |
| 30D | -15.3% | -8.2% | -7.1% | -14.2% |
| 3M | -27.7% | -13.7% | -14.0% | -26.1% |
| 6M | -40.5% | -11.2% | -29.3% | -39.5% |
| YTD | -26.5% | +46.0% | -72.5% | -31.5% |
| 1Y | -0.8% | +51.8% | -52.6% | -8.0% |
| 3Y | +196.9% | +206.7% | -9.8% | +143.0% |
| 5Y | +49.2% | +862.0% | -812.9% | +0.8% |
| All | +197.9% | +183.5% | +14.4% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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