+235.8%
PBR vs FIVE
+873.2%
-637.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -13.3% | +7.3% | -20.6% | -14.7% |
| 30D | -27.7% | +18.1% | -45.8% | -30.5% |
| 3M | +2.7% | +7.7% | -5.1% | +0.2% |
| 6M | -6.7% | +13.6% | -20.3% | -10.7% |
| YTD | +60.9% | +34.6% | +26.4% | +47.0% |
| 1Y | +46.6% | +66.2% | -19.7% | +27.1% |
| 3Y | +69.1% | +43.5% | +25.6% | +42.8% |
| 5Y | +469.6% | +20.7% | +449.0% | +380.8% |
| 10Y | +523.4% | +541.5% | -18.1% | +235.1% |
| All | +235.8% | +873.2% | -637.4% | +63.5% |
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 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