+26.1%
PAAS vs FTV
+37.8%
-11.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.3% | +6.1% | +7.7% |
| 7D | -1.1% | +6.6% | -7.7% | -2.8% |
| 30D | -8.5% | +19.1% | -27.6% | -12.7% |
| 3M | -7.3% | +13.1% | -20.4% | -10.5% |
| 6M | -18.3% | +14.0% | -32.3% | -21.3% |
| YTD | -19.2% | +24.2% | -43.4% | -23.0% |
| 1Y | +26.1% | +36.4% | -10.2% | +23.2% |
| All | +26.1% | +37.8% | -11.6% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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