+186.4%
PAAS vs FTI
+185.2%
+1.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.8% |
| 7D | +8.8% | -4.3% | +13.2% | +9.6% |
| 30D | -8.5% | -8.0% | -0.4% | -7.3% |
| 3M | -17.0% | -8.0% | -9.0% | -16.1% |
| 6M | -27.9% | -8.7% | -19.2% | -27.1% |
| YTD | -17.5% | +43.9% | -61.4% | -22.8% |
| 1Y | +22.8% | +49.8% | -27.0% | +14.1% |
| 3Y | +224.2% | +211.7% | +12.5% | +164.7% |
| 5Y | +73.6% | +781.6% | -707.9% | +18.7% |
| 10Y | +186.4% | +180.2% | +6.2% | +95.4% |
| All | +186.4% | +185.2% | +1.2% | +95.4% |
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