+1,608.0%
PAAS vs FTI
+2,165.1%
-557.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -2.9% | +5.3% | -8.2% | -4.4% |
| 30D | +6.8% | +15.3% | -8.5% | +2.0% |
| 3M | -2.9% | +15.8% | -18.7% | -7.7% |
| 6M | -16.4% | +22.6% | -39.0% | -22.4% |
| YTD | 0.0% | +79.5% | -79.5% | -17.5% |
| 1Y | +54.3% | +102.0% | -47.7% | +22.3% |
| 3Y | +230.7% | +315.8% | -85.1% | +102.7% |
| 5Y | +111.6% | +1,129.5% | -1,017.9% | -14.7% |
| 10Y | +211.7% | +320.9% | -109.2% | +43.3% |
| All | +1,608.0% | +2,165.1% | -557.2% | +414.8% |
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 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