+240.4%
PBR vs FIVE
+822.5%
-582.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -16.0% | -0.3% | -15.7% | -16.0% |
| 30D | -22.8% | +17.7% | -40.4% | -25.7% |
| 3M | +3.0% | +4.0% | -1.0% | +1.2% |
| 6M | -8.1% | +2.6% | -10.7% | -10.0% |
| YTD | +63.1% | +27.6% | +35.6% | +50.8% |
| 1Y | +59.3% | +59.9% | -0.7% | +39.3% |
| 3Y | +66.1% | +35.8% | +30.4% | +42.0% |
| 5Y | +495.8% | +14.4% | +481.4% | +408.9% |
| 10Y | +514.7% | +576.1% | -61.5% | +227.8% |
| All | +240.4% | +822.5% | -582.1% | +67.7% |
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