+178.3%
PAAS vs FTV
+107.8%
+70.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +8.4% | +0.2% | +8.2% | +8.4% |
| 30D | -7.2% | +15.7% | -22.8% | -11.1% |
| 3M | -14.0% | +7.5% | -21.5% | -15.9% |
| 6M | -26.8% | +8.5% | -35.2% | -28.7% |
| YTD | -19.8% | +18.8% | -38.6% | -24.2% |
| 1Y | +22.8% | +28.5% | -5.7% | +13.3% |
| 3Y | +183.6% | +34.0% | +149.6% | +157.5% |
| 5Y | +73.8% | +12.6% | +61.2% | +62.0% |
| All | +178.3% | +107.8% | +70.5% | +104.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling