+285.9%
PCAR vs FIVN
+92.2%
+193.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | +2.1% | -17.4% | +19.5% | +3.6% |
| 30D | -1.2% | -20.4% | +19.2% | +0.4% |
| 3M | -18.6% | -9.6% | -9.0% | -18.4% |
| 6M | -5.1% | +34.7% | -39.8% | -8.6% |
| YTD | -1.8% | +40.6% | -42.4% | -6.8% |
| 1Y | +10.6% | +34.3% | -23.7% | +5.4% |
| 3Y | +34.9% | -55.5% | +90.4% | +38.6% |
| 5Y | +114.0% | -82.5% | +196.4% | +129.8% |
| All | +285.9% | +92.2% | +193.7% | +207.0% |
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