+662.0%
PBR vs FIVN
+118.5%
+543.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | +5.4% | -7.8% | +13.2% | +6.0% |
| 30D | +22.9% | -1.7% | +24.6% | +22.9% |
| 3M | +19.6% | +47.2% | -27.6% | +15.4% |
| 6M | +16.5% | +82.7% | -66.2% | +9.7% |
| YTD | +86.7% | +52.9% | +33.7% | +77.7% |
| 1Y | +74.7% | +17.5% | +57.2% | +70.0% |
| 3Y | +102.6% | -55.8% | +158.4% | +110.2% |
| 5Y | +566.6% | -82.3% | +648.9% | +642.5% |
| All | +662.0% | +118.5% | +543.5% | +570.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 10y: compounded portfolio wealth divided by compounded FIVN 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…
10y analysis · Full analysis span regression · 6 months rolling