+363.3%
PAAS vs FIVE
+868.1%
-504.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.1% | -7.5% | -3.1% |
| 7D | -2.9% | +4.3% | -7.2% | -3.5% |
| 30D | +6.8% | +12.5% | -5.7% | +4.8% |
| 3M | -2.9% | +31.2% | -34.1% | -6.9% |
| 6M | -16.4% | +14.4% | -30.8% | -18.6% |
| YTD | 0.0% | +33.9% | -33.9% | -4.8% |
| 1Y | +54.3% | +65.1% | -10.7% | +42.2% |
| 3Y | +230.7% | +49.0% | +181.7% | +197.6% |
| 5Y | +111.6% | +30.3% | +81.3% | +90.0% |
| 10Y | +211.7% | +481.1% | -269.4% | +127.3% |
| All | +363.3% | +868.1% | -504.8% | +227.2% |
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 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