+278.2%
PCAR vs FIVN
+99.4%
+178.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.5% |
| 7D | +3.8% | -22.4% | +26.2% | +5.8% |
| 30D | -2.0% | -23.8% | +21.8% | 0.0% |
| 3M | -19.1% | -19.5% | +0.4% | -18.1% |
| 6M | -6.8% | +25.6% | -32.4% | -9.7% |
| YTD | -2.5% | +38.4% | -40.9% | -7.3% |
| 1Y | +9.7% | +33.7% | -24.0% | +4.5% |
| 3Y | +34.0% | -56.2% | +90.1% | +37.7% |
| 5Y | +113.3% | -82.9% | +196.3% | +129.3% |
| 10Y | +278.2% | +103.6% | +174.6% | +210.0% |
| All | +278.2% | +99.4% | +178.8% | +210.0% |
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