+49.2%
PAAS vs FIVE
+18.5%
+30.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.9% |
| 7D | -7.0% | +2.4% | -9.5% | -7.4% |
| 30D | -15.3% | +15.8% | -31.1% | -17.2% |
| 3M | -27.7% | +3.8% | -31.5% | -28.4% |
| 6M | -40.5% | +18.5% | -59.0% | -42.4% |
| YTD | -26.5% | +31.2% | -57.7% | -30.3% |
| 1Y | -0.8% | +61.8% | -62.6% | -9.0% |
| 3Y | +196.9% | +39.9% | +157.1% | +173.0% |
| 5Y | +49.2% | +18.3% | +30.9% | +37.2% |
| All | +49.2% | +18.5% | +30.6% | +37.2% |
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 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