+567.7%
PBR vs FIVE
+38.7%
+529.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.5% |
| 7D | +2.5% | +3.7% | -1.2% | +2.2% |
| 30D | +19.4% | +4.0% | +15.4% | +18.9% |
| 3M | +20.8% | +36.2% | -15.4% | +17.6% |
| 6M | +23.5% | +18.0% | +5.5% | +21.2% |
| YTD | +83.4% | +34.9% | +48.5% | +77.7% |
| 1Y | +77.6% | +67.9% | +9.6% | +68.2% |
| 3Y | +99.9% | +57.3% | +42.5% | +85.4% |
| 5Y | +567.7% | +39.5% | +528.2% | +543.6% |
| All | +567.7% | +38.7% | +529.0% | +543.6% |
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