+79.1%
PEP vs FIVN
+105.2%
-26.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -1.1% |
| 7D | -1.7% | -9.6% | +7.9% | -1.2% |
| 30D | +0.3% | -11.9% | +12.2% | +0.9% |
| 3M | -3.2% | +40.1% | -43.3% | -5.1% |
| 6M | -13.6% | +68.3% | -81.9% | -16.4% |
| YTD | -1.9% | +51.5% | -53.3% | -4.8% |
| 1Y | -0.6% | +15.1% | -15.7% | -2.1% |
| 3Y | -13.6% | -55.6% | +42.0% | -11.1% |
| 5Y | +3.2% | -82.4% | +85.7% | +11.5% |
| 10Y | +79.1% | +114.5% | -35.4% | +60.9% |
| All | +79.1% | +105.2% | -26.1% | +60.9% |
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