+1,269.9%
PAAS vs IFF
+273.8%
+996.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -2.9% | -1.8% | -1.1% | -2.4% |
| 30D | +6.8% | -2.0% | +8.7% | +7.4% |
| 3M | -2.9% | +18.5% | -21.4% | -7.6% |
| 6M | -16.4% | +11.7% | -28.1% | -19.2% |
| YTD | 0.0% | +29.6% | -29.5% | -7.2% |
| 1Y | +54.3% | +35.0% | +19.4% | +41.2% |
| 3Y | +230.7% | +32.3% | +198.4% | +201.3% |
| 5Y | +111.6% | -34.6% | +146.2% | +126.9% |
| 10Y | +211.7% | -20.6% | +232.3% | +205.8% |
| All | +1,269.9% | +273.8% | +996.1% | +863.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling