+12.6%
PG vs FIVE
+35.6%
-23.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.9% |
| 7D | -3.4% | +1.7% | -5.0% | -3.5% |
| 30D | -2.6% | +5.0% | -7.6% | -2.8% |
| 3M | -3.3% | +29.5% | -32.8% | -4.5% |
| 6M | -6.7% | +12.4% | -19.1% | -7.4% |
| YTD | +1.7% | +31.2% | -29.4% | +0.2% |
| 1Y | -7.9% | +72.9% | -80.8% | -10.7% |
| 3Y | +0.9% | +53.0% | -52.1% | -1.7% |
| 5Y | +12.6% | +34.2% | -21.5% | +7.1% |
| All | +12.6% | +35.6% | -23.0% | +7.1% |
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