+451.8%
PBR vs FIVN
+292.8%
+159.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.1% | +9.7% | +4.0% |
| 7D | +2.5% | -8.2% | +10.7% | +3.1% |
| 30D | +19.4% | -8.1% | +27.5% | +20.1% |
| 3M | +20.8% | +34.9% | -14.1% | +17.0% |
| 6M | +23.5% | +72.6% | -49.2% | +16.1% |
| YTD | +83.4% | +55.8% | +27.6% | +73.3% |
| 1Y | +77.6% | +17.1% | +60.4% | +72.0% |
| 3Y | +99.9% | -54.3% | +154.2% | +107.1% |
| 5Y | +567.7% | -81.6% | +649.3% | +640.4% |
| 10Y | +621.5% | +109.2% | +512.3% | +479.0% |
| All | +451.8% | +292.8% | +159.0% | +267.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling