+14.3%
PAAS vs FIVE
+63.1%
-48.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +1.9% |
| 7D | +8.8% | +6.2% | +2.6% | +7.7% |
| 30D | -8.5% | +18.2% | -26.6% | -10.7% |
| 3M | -17.0% | +3.8% | -20.9% | -17.9% |
| 6M | -27.9% | +13.7% | -41.6% | -30.0% |
| YTD | -17.5% | +34.7% | -52.2% | -18.9% |
| All | +14.3% | +63.1% | -48.8% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling