+179.6%
PAAS vs FIVE
+35.4%
+144.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.6% |
| 7D | -0.4% | -1.7% | +1.3% | -0.2% |
| 30D | -11.6% | +14.9% | -26.6% | -13.1% |
| 3M | -15.6% | +7.6% | -23.2% | -16.6% |
| 6M | -19.1% | +6.4% | -25.5% | -20.2% |
| YTD | -20.9% | +28.1% | -49.0% | -23.7% |
| 1Y | +21.3% | +54.7% | -33.4% | +14.5% |
| All | +179.6% | +35.4% | +144.2% | +160.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling