+212.2%
PAAS vs FTV
+107.5%
+104.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -5.2% | -0.7% | -4.5% | -5.0% |
| 30D | -13.9% | +18.3% | -32.3% | -18.1% |
| 3M | -23.8% | +10.2% | -34.0% | -26.0% |
| 6M | -36.4% | +12.8% | -49.2% | -38.8% |
| YTD | -23.4% | +23.4% | -46.7% | -28.4% |
| 1Y | +5.6% | +31.4% | -25.8% | -3.2% |
| 3Y | +209.7% | +38.7% | +171.0% | +178.4% |
| 5Y | +55.6% | +18.6% | +37.0% | +43.0% |
| 10Y | +212.2% | +110.1% | +102.1% | +138.6% |
| All | +212.2% | +107.5% | +104.8% | +138.6% |
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