+73.6%
PAAS vs FIVE
+19.1%
+54.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +2.0% |
| 7D | +8.8% | +6.2% | +2.6% | +7.8% |
| 30D | -8.5% | +18.2% | -26.6% | -10.9% |
| 3M | -17.0% | +3.8% | -20.9% | -17.8% |
| 6M | -27.9% | +13.7% | -41.6% | -29.9% |
| YTD | -17.5% | +34.7% | -52.2% | -22.0% |
| 1Y | +22.8% | +66.6% | -43.8% | +12.2% |
| 3Y | +224.2% | +44.3% | +179.9% | +196.5% |
| 5Y | +73.6% | +18.8% | +54.9% | +59.5% |
| All | +73.6% | +19.1% | +54.5% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling