+142.3%
PEP vs FIVN
+282.0%
-139.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -1.1% |
| 7D | -1.7% | -9.6% | +7.9% | -1.3% |
| 30D | +0.3% | -11.9% | +12.2% | +0.8% |
| 3M | -3.2% | +40.1% | -43.3% | -4.9% |
| 6M | -13.6% | +68.3% | -81.9% | -16.1% |
| YTD | -1.9% | +51.5% | -53.3% | -4.5% |
| 1Y | -0.6% | +15.1% | -15.7% | -2.0% |
| 3Y | -13.6% | -55.6% | +42.0% | -11.6% |
| 5Y | +3.2% | -82.4% | +85.7% | +9.4% |
| 10Y | +79.1% | +114.5% | -35.4% | +67.1% |
| All | +142.3% | +282.0% | -139.7% | +117.4% |
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