+14.3%
PAAS vs FTI
+48.6%
-34.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.7% |
| 7D | +8.8% | -4.3% | +13.2% | +9.8% |
| 30D | -8.5% | -8.0% | -0.4% | -6.7% |
| 3M | -17.0% | -8.0% | -9.0% | -15.6% |
| 6M | -27.9% | -8.7% | -19.2% | -26.9% |
| YTD | -17.5% | +43.9% | -61.4% | -30.5% |
| All | +14.3% | +48.6% | -34.2% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling