+252.0%
PAAS vs IFF
+30.1%
+221.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.3% | +4.4% |
| 7D | +2.6% | -3.0% | +5.7% | +4.0% |
| 30D | +2.5% | -0.9% | +3.4% | +2.8% |
| 3M | +15.1% | +11.8% | +3.2% | +9.4% |
| 6M | -12.1% | +16.5% | -28.6% | -18.3% |
| YTD | +3.1% | +26.5% | -23.4% | -7.3% |
| 1Y | +50.8% | +32.7% | +18.1% | +32.8% |
| All | +252.0% | +30.1% | +221.9% | +180.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling