+202.7%
PAAS vs FTV
+77.3%
+125.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | -0.1% | -8.3% | +8.2% | +2.5% |
| 3M | +8.2% | -7.4% | +15.6% | +10.5% |
| 6M | -13.8% | -1.2% | -12.6% | -13.8% |
| YTD | -0.6% | +2.7% | -3.3% | -2.0% |
| 1Y | +44.0% | +18.4% | +25.6% | +35.7% |
| 3Y | +246.6% | -2.0% | +248.6% | +242.4% |
| 5Y | +116.1% | +3.4% | +112.7% | +107.4% |
| 10Y | +202.7% | +78.5% | +124.2% | +120.2% |
| All | +202.7% | +77.3% | +125.4% | +120.2% |
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 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