+194.4%
PEG vs FIVN
+318.5%
-124.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.1% |
| 7D | +0.7% | -2.3% | +3.0% | +0.8% |
| 30D | -2.4% | +12.4% | -14.8% | -3.0% |
| 3M | -4.8% | +36.0% | -40.8% | -6.1% |
| 6M | -10.7% | +86.0% | -96.7% | -13.3% |
| YTD | -6.7% | +65.9% | -72.6% | -9.1% |
| 1Y | -6.8% | +26.5% | -33.3% | -8.2% |
| 3Y | +34.5% | -54.2% | +88.7% | +37.3% |
| 5Y | +35.8% | -80.5% | +116.2% | +41.3% |
| 10Y | +141.7% | +109.6% | +32.1% | +125.0% |
| All | +194.4% | +318.5% | -124.1% | +164.8% |
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