+316.6%
PAAS vs FWONK
+281.7%
+34.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.3% |
| 7D | +2.6% | -0.6% | +3.3% | +2.8% |
| 30D | +2.5% | -5.8% | +8.3% | +3.8% |
| 3M | +15.1% | +10.0% | +5.0% | +12.7% |
| 6M | -12.1% | +14.7% | -26.7% | -14.5% |
| YTD | +3.1% | -1.7% | +4.8% | +3.1% |
| 1Y | +50.8% | -4.6% | +55.5% | +51.7% |
| 3Y | +259.5% | +46.7% | +212.8% | +230.6% |
| 5Y | +126.3% | +99.4% | +26.9% | +97.4% |
| 10Y | +239.7% | +345.6% | -105.8% | +161.6% |
| All | +316.6% | +281.7% | +34.9% | +224.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 all: compounded portfolio wealth divided by compounded FWONK 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…
all analysis · Full analysis span regression · 6 months rolling