+215.4%
PAAS vs IFF
-19.8%
+235.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -3.9% | -4.2% |
| 7D | -3.7% | -2.8% | -0.9% | -2.8% |
| 30D | -1.9% | -1.1% | -0.7% | -1.5% |
| 3M | +15.1% | +13.8% | +1.2% | +10.3% |
| 6M | -17.1% | +16.7% | -33.8% | -21.3% |
| YTD | -1.3% | +26.1% | -27.4% | -8.6% |
| 1Y | +41.1% | +33.5% | +7.6% | +28.1% |
| 3Y | +244.2% | +31.6% | +212.6% | +210.9% |
| 5Y | +120.8% | -34.9% | +155.7% | +136.0% |
| All | +215.4% | -19.8% | +235.2% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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