+183.6%
PAAS vs FIVE
+34.8%
+148.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +8.4% | -0.3% | +8.7% | +8.5% |
| 30D | -7.2% | +17.7% | -24.8% | -9.0% |
| 3M | -14.0% | +4.0% | -18.0% | -14.6% |
| 6M | -26.8% | +2.6% | -29.4% | -27.4% |
| YTD | -19.8% | +27.6% | -47.4% | -22.5% |
| 1Y | +22.8% | +59.9% | -37.1% | +15.5% |
| 3Y | +183.6% | +35.8% | +147.9% | +164.1% |
| All | +183.6% | +34.8% | +148.8% | +164.1% |
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