-20.7%
PFE vs FIVE
+31.2%
-51.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.4% | -1.6% |
| 7D | +1.8% | +4.3% | -2.5% | +1.4% |
| 30D | +10.2% | +12.5% | -2.3% | +9.2% |
| 3M | +12.7% | +31.2% | -18.6% | +10.4% |
| 6M | +10.5% | +14.4% | -3.8% | +9.1% |
| YTD | +20.2% | +33.9% | -13.7% | +17.1% |
| 1Y | +24.1% | +65.1% | -41.0% | +18.9% |
| 3Y | -3.6% | +49.0% | -52.5% | -9.6% |
| All | -20.7% | +31.2% | -51.9% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling