+398.0%
PAAS vs USFR
+27.5%
+370.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +6.8% | +0.3% | +6.5% | +6.7% |
| 3M | -2.9% | +1.0% | -3.9% | -3.2% |
| 6M | -16.4% | +1.9% | -18.4% | -17.1% |
| YTD | 0.0% | +2.6% | -2.6% | -1.0% |
| 1Y | +54.3% | +4.0% | +50.3% | +51.9% |
| 3Y | +230.7% | +14.1% | +216.6% | +215.7% |
| 5Y | +111.6% | +20.4% | +91.2% | +98.3% |
| 10Y | +211.7% | +28.0% | +183.7% | +187.3% |
| All | +398.0% | +27.5% | +370.4% | +369.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling