+266.2%
PAAS vs FIVE
+826.1%
-559.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.6% |
| 7D | -0.4% | -1.7% | +1.3% | -0.1% |
| 30D | -11.6% | +14.9% | -26.6% | -13.4% |
| 3M | -15.6% | +7.6% | -23.2% | -16.7% |
| 6M | -19.1% | +6.4% | -25.5% | -20.4% |
| YTD | -20.9% | +28.1% | -49.0% | -24.4% |
| 1Y | +21.3% | +54.7% | -33.4% | +12.9% |
| 3Y | +177.4% | +36.1% | +141.3% | +152.9% |
| 5Y | +71.3% | +14.9% | +56.5% | +56.6% |
| 10Y | +181.5% | +578.8% | -397.4% | +103.8% |
| All | +266.2% | +826.1% | -559.9% | +160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling