+246.6%
PAAS vs USFR
+14.0%
+232.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | -0.1% | +0.3% | -0.4% | -0.7% |
| 3M | +8.2% | +1.0% | +7.3% | +6.3% |
| 6M | -13.8% | +1.9% | -15.7% | -18.5% |
| YTD | -0.6% | +2.7% | -3.3% | -9.4% |
| 1Y | +44.0% | +4.0% | +40.0% | +23.9% |
| 3Y | +246.6% | +14.0% | +232.5% | +139.7% |
| All | +246.6% | +14.0% | +232.5% | +139.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling