+73.6%
PAAS vs USFR
+21.3%
+52.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +8.8% | +0.1% | +8.8% | +8.8% |
| 30D | -8.5% | +0.4% | -8.8% | -8.4% |
| 3M | -17.0% | +1.1% | -18.1% | -17.2% |
| 6M | -27.9% | +2.0% | -29.9% | -28.7% |
| YTD | -17.5% | +3.4% | -20.9% | -20.6% |
| 1Y | +22.8% | +4.1% | +18.7% | +16.7% |
| 3Y | +224.2% | +14.3% | +209.9% | +200.1% |
| 5Y | +73.6% | +21.3% | +52.3% | +52.7% |
| All | +73.6% | +21.3% | +52.3% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling