+1,269.6%
PAAS vs FTI
+1,702.1%
-432.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.7% | +0.5% |
| 7D | +8.4% | -7.6% | +16.0% | +10.9% |
| 30D | -7.2% | -7.1% | 0.0% | -5.3% |
| 3M | -14.0% | -8.7% | -5.3% | -12.1% |
| 6M | -26.8% | -14.0% | -12.8% | -24.0% |
| YTD | -19.8% | +42.8% | -62.6% | -29.3% |
| 1Y | +22.8% | +50.4% | -27.5% | +6.7% |
| 3Y | +183.6% | +194.1% | -10.5% | +93.6% |
| 5Y | +73.8% | +775.2% | -701.4% | -21.6% |
| 10Y | +185.6% | +189.2% | -3.6% | +49.8% |
| All | +1,269.6% | +1,702.1% | -432.5% | +341.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling