+112.7%
PG vs FIVE
+483.6%
-370.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.4% |
| 7D | -2.7% | +0.6% | -3.2% | -2.7% |
| 30D | -1.5% | +3.0% | -4.5% | -1.8% |
| 3M | -3.4% | +23.2% | -26.6% | -5.1% |
| 6M | -7.0% | +9.2% | -16.1% | -8.0% |
| YTD | +2.0% | +28.1% | -26.1% | -0.5% |
| 1Y | -6.5% | +65.3% | -71.7% | -10.9% |
| 3Y | +1.2% | +49.4% | -48.2% | -4.6% |
| 5Y | +12.8% | +29.5% | -16.7% | +5.8% |
| All | +112.7% | +483.6% | -370.9% | +74.0% |
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 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