+67.6%
PFE vs FIVN
+249.1%
-181.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +0.6% |
| 7D | -0.7% | -22.4% | +21.7% | +0.5% |
| 30D | +5.3% | -23.8% | +29.1% | +6.6% |
| 3M | +10.1% | -19.5% | +29.6% | +10.9% |
| 6M | +18.0% | +25.6% | -7.5% | +15.9% |
| YTD | +25.8% | +38.4% | -12.6% | +22.2% |
| 1Y | +28.4% | +33.7% | -5.2% | +24.9% |
| 3Y | +20.9% | -56.2% | +77.1% | +22.8% |
| 5Y | -21.5% | -82.9% | +61.4% | -18.3% |
| 10Y | +46.2% | +103.6% | -57.4% | +33.0% |
| All | +67.6% | +249.1% | -181.4% | +45.2% |
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