+202.7%
PAAS vs USFR
+28.1%
+174.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | -0.1% | +0.3% | -0.4% | -0.2% |
| 3M | +8.2% | +1.0% | +7.3% | +7.7% |
| 6M | -13.8% | +1.9% | -15.7% | -14.8% |
| YTD | -0.6% | +2.7% | -3.3% | -2.3% |
| 1Y | +44.0% | +4.0% | +40.0% | +40.3% |
| 3Y | +246.6% | +14.0% | +232.5% | +225.8% |
| 5Y | +116.1% | +20.4% | +95.7% | +98.4% |
| 10Y | +202.7% | +28.1% | +174.7% | +194.5% |
| All | +202.7% | +28.1% | +174.7% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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