+116.1%
PG vs FIVN
+118.5%
-2.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.6% |
| 7D | -0.8% | -7.8% | +7.0% | -0.5% |
| 30D | +0.8% | -1.7% | +2.6% | +0.9% |
| 3M | -1.3% | +47.2% | -48.5% | -3.0% |
| 6M | -3.8% | +82.7% | -86.5% | -6.7% |
| YTD | +3.6% | +52.9% | -49.3% | +1.1% |
| 1Y | -5.7% | +17.5% | -23.2% | -7.0% |
| 3Y | +1.6% | -55.8% | +57.4% | +4.0% |
| 5Y | +14.6% | -82.3% | +96.9% | +21.5% |
| All | +116.1% | +118.5% | -2.4% | +103.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling