+3.9%
PEP vs FIVN
-81.8%
+85.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.1% | +6.7% | +0.7% |
| 7D | +0.1% | -8.2% | +8.3% | +0.3% |
| 30D | +0.7% | -8.1% | +8.8% | +0.8% |
| 3M | -0.5% | +34.9% | -35.4% | -1.4% |
| 6M | -11.3% | +72.6% | -83.9% | -12.5% |
| YTD | -0.6% | +55.8% | -56.4% | -1.8% |
| 1Y | +1.7% | +17.1% | -15.5% | +1.3% |
| 3Y | -12.5% | -54.3% | +41.8% | -11.2% |
| 5Y | +3.9% | -81.6% | +85.4% | +4.1% |
| All | +3.9% | -81.8% | +85.7% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling