+236.2%
PG vs FIVE
+868.1%
-631.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -0.7% |
| 7D | +1.9% | +4.3% | -2.4% | +1.5% |
| 30D | -0.2% | +12.5% | -12.8% | -1.2% |
| 3M | +4.8% | +31.2% | -26.4% | +2.5% |
| 6M | -6.1% | +14.4% | -20.5% | -7.4% |
| YTD | +4.5% | +33.9% | -29.4% | +1.6% |
| 1Y | -5.3% | +65.1% | -70.4% | -9.6% |
| 3Y | +2.6% | +49.0% | -46.4% | -3.2% |
| 5Y | +15.6% | +30.3% | -14.7% | +8.5% |
| 10Y | +118.0% | +481.1% | -363.1% | +73.1% |
| All | +236.2% | +868.1% | -631.9% | +149.1% |
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 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