+5.6%
PAAS vs FIVE
+66.9%
-61.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | -5.2% | -0.5% | -4.7% | -5.1% |
| 30D | -13.9% | +17.4% | -31.3% | -16.0% |
| 3M | -23.8% | +7.0% | -30.8% | -25.0% |
| 6M | -36.4% | +20.5% | -56.9% | -38.9% |
| YTD | -23.4% | +33.1% | -56.5% | -24.5% |
| 1Y | +5.6% | +67.1% | -61.4% | +3.8% |
| All | +5.6% | +66.9% | -61.3% | +3.8% |
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