+248.2%
PAAS vs FIVE
+50.0%
+198.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.1% | -7.5% | -3.0% |
| 7D | -2.9% | +4.3% | -7.2% | -3.5% |
| 30D | +6.8% | +12.5% | -5.7% | +5.0% |
| 3M | -2.9% | +31.2% | -34.1% | -6.4% |
| 6M | -16.4% | +14.4% | -30.8% | -18.2% |
| YTD | 0.0% | +33.9% | -33.9% | -4.1% |
| 1Y | +54.3% | +65.1% | -10.7% | +43.9% |
| All | +248.2% | +50.0% | +198.2% | +219.3% |
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