+186.4%
PAAS vs FTV
+113.3%
+73.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.2% | +2.1% |
| 7D | +8.8% | +0.4% | +8.4% | +8.8% |
| 30D | -8.5% | +17.2% | -25.6% | -12.6% |
| 3M | -17.0% | +8.9% | -25.9% | -19.1% |
| 6M | -27.9% | +11.3% | -39.2% | -30.3% |
| YTD | -17.5% | +21.9% | -39.4% | -22.6% |
| 1Y | +22.8% | +31.6% | -8.7% | +12.5% |
| 3Y | +224.2% | +38.1% | +186.1% | +191.8% |
| 5Y | +73.6% | +15.7% | +57.9% | +60.6% |
| 10Y | +186.4% | +107.5% | +78.9% | +109.0% |
| All | +186.4% | +113.3% | +73.0% | +109.0% |
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