+292.4%
PG vs FIVE
+846.9%
-554.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +2.7% | +2.7% | 0.0% | +2.4% |
| 30D | +9.2% | +12.7% | -3.5% | +8.2% |
| 3M | +18.5% | +2.1% | +16.4% | +18.2% |
| 6M | +21.1% | +17.5% | +3.6% | +19.2% |
| YTD | +21.9% | +31.0% | -9.0% | +18.7% |
| 1Y | +18.1% | +67.7% | -49.6% | +12.7% |
| 3Y | +20.6% | +43.4% | -22.8% | +14.2% |
| 5Y | +31.8% | +18.1% | +13.7% | +25.0% |
| 10Y | +166.5% | +508.8% | -342.3% | +110.9% |
| All | +292.4% | +846.9% | -554.5% | +191.1% |
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