+183.6%
PAAS vs FTV
+33.2%
+150.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -12.4% |
| 3M | -14.0% | +7.5% | -21.5% | -16.5% |
| 6M | -26.8% | +8.5% | -35.2% | -29.3% |
| YTD | -19.8% | +18.8% | -38.6% | -25.9% |
| 1Y | +22.8% | +28.5% | -5.7% | +9.3% |
| 3Y | +183.6% | +34.0% | +149.6% | +120.7% |
| All | +183.6% | +33.2% | +150.5% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling