+183.6%
PAAS vs FTI
+191.5%
-7.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.7% | +0.6% |
| 7D | +8.4% | -7.6% | +16.0% | +10.6% |
| 30D | -7.2% | -7.1% | 0.0% | -5.5% |
| 3M | -14.0% | -8.7% | -5.3% | -12.2% |
| 6M | -26.8% | -14.0% | -12.8% | -24.3% |
| YTD | -19.8% | +42.8% | -62.6% | -29.2% |
| 1Y | +22.8% | +50.4% | -27.5% | +6.8% |
| 3Y | +183.6% | +194.1% | -10.5% | +88.1% |
| All | +183.6% | +191.5% | -7.8% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling