-1.7%
PEP vs FIVN
+20.3%
-22.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.2% |
| 7D | -1.0% | -7.8% | +6.9% | -1.1% |
| 30D | -0.7% | -1.7% | +1.1% | -0.7% |
| 3M | -4.1% | +47.2% | -51.3% | -3.1% |
| 6M | -13.1% | +82.7% | -95.8% | -10.5% |
| YTD | -2.1% | +52.9% | -55.0% | -0.5% |
| 1Y | -1.7% | +17.5% | -19.1% | -1.6% |
| All | -1.7% | +20.3% | -22.0% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling