+129.6%
PFE vs FIVE
+868.1%
-738.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.4% | -1.8% |
| 7D | +1.8% | +4.3% | -2.5% | +1.3% |
| 30D | +10.2% | +12.5% | -2.3% | +8.8% |
| 3M | +12.7% | +31.2% | -18.6% | +9.4% |
| 6M | +10.5% | +14.4% | -3.8% | +8.5% |
| YTD | +20.2% | +33.9% | -13.7% | +16.0% |
| 1Y | +24.1% | +65.1% | -41.0% | +17.0% |
| 3Y | -3.6% | +49.0% | -52.5% | -10.7% |
| 5Y | -20.9% | +30.3% | -51.2% | -27.2% |
| 10Y | +35.8% | +481.1% | -445.3% | +1.9% |
| All | +129.6% | +868.1% | -738.6% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling