+19.3%
PH vs FIVE
+63.3%
-43.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.7% | -10.4% | -4.4% |
| 7D | -0.2% | +7.5% | -7.7% | -1.1% |
| 30D | -6.7% | +16.7% | -23.4% | -8.5% |
| 3M | -8.1% | +13.4% | -21.5% | -9.6% |
| 6M | +5.3% | +9.0% | -3.7% | +4.4% |
| YTD | +4.2% | +33.8% | -29.6% | +0.3% |
| 1Y | +19.3% | +61.2% | -41.8% | +16.3% |
| All | +19.3% | +63.3% | -43.9% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling