+44.0%
PAAS vs FTI
+102.0%
-58.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | +2.0% | -0.2% | +2.2% | +2.1% |
| 30D | -0.1% | +12.3% | -12.4% | -3.0% |
| 3M | +8.2% | +13.8% | -5.5% | +4.1% |
| 6M | -13.8% | +24.3% | -38.1% | -21.3% |
| YTD | -0.6% | +75.8% | -76.4% | -17.0% |
| 1Y | +44.0% | +99.6% | -55.6% | +18.6% |
| All | +44.0% | +102.0% | -58.0% | +18.6% |
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