+49.6%
PFE vs FIVE
+596.6%
-547.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.6% | -6.1% | -1.1% |
| 7D | -4.7% | +6.2% | -10.9% | -5.3% |
| 30D | +3.4% | +18.2% | -14.8% | +1.5% |
| 3M | +9.2% | +3.8% | +5.4% | +8.6% |
| 6M | +15.8% | +13.7% | +2.1% | +13.7% |
| YTD | +23.4% | +34.7% | -11.3% | +18.8% |
| 1Y | +25.8% | +66.6% | -40.8% | +18.3% |
| 3Y | +17.8% | +44.3% | -26.4% | +9.3% |
| 5Y | -20.2% | +18.8% | -38.9% | -25.8% |
| 10Y | +49.6% | +569.2% | -519.6% | +14.6% |
| All | +49.6% | +596.6% | -547.0% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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