+126.3%
PAAS vs IFF
-35.9%
+162.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.3% | +4.3% |
| 7D | +2.6% | -3.0% | +5.7% | +3.8% |
| 30D | +2.5% | -0.9% | +3.4% | +2.8% |
| 3M | +15.1% | +11.8% | +3.2% | +10.2% |
| 6M | -12.1% | +16.5% | -28.6% | -17.3% |
| YTD | +3.1% | +26.5% | -23.4% | -5.9% |
| 1Y | +50.8% | +32.7% | +18.1% | +35.1% |
| 3Y | +259.5% | +32.0% | +227.5% | +217.9% |
| 5Y | +126.3% | -36.1% | +162.4% | +139.9% |
| All | +126.3% | -35.9% | +162.2% | +139.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling