+185.5%
PAAS vs FIVE
+562.8%
-377.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.8% |
| 7D | +4.2% | +7.3% | -3.2% | +3.0% |
| 30D | -13.8% | +18.1% | -31.8% | -16.2% |
| 3M | -22.7% | +7.7% | -30.4% | -23.9% |
| 6M | -32.1% | +13.6% | -45.7% | -34.1% |
| YTD | -22.3% | +34.6% | -56.9% | -26.9% |
| 1Y | +7.7% | +66.2% | -58.6% | -2.3% |
| 3Y | +214.0% | +43.5% | +170.6% | +180.0% |
| 5Y | +63.2% | +20.7% | +42.5% | +46.3% |
| 10Y | +185.5% | +541.5% | -356.0% | +94.4% |
| All | +185.5% | +562.8% | -377.3% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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