+737.3%
PH vs FIVE
+596.6%
+140.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.6% | -1.4% | +2.6% |
| 7D | +3.0% | +6.2% | -3.1% | +1.1% |
| 30D | -0.6% | +18.2% | -18.8% | -5.6% |
| 3M | -10.7% | +3.8% | -14.6% | -12.3% |
| 6M | +9.1% | +13.7% | -4.7% | +3.3% |
| YTD | +9.5% | +34.7% | -25.2% | -2.1% |
| 1Y | +14.0% | +66.6% | -52.6% | -4.7% |
| 3Y | +138.9% | +44.3% | +94.6% | +92.3% |
| 5Y | +209.1% | +18.8% | +190.4% | +155.2% |
| 10Y | +737.3% | +569.2% | +168.1% | +325.2% |
| All | +737.3% | +596.6% | +140.7% | +325.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling