+713.9%
PH vs FIVE
+562.8%
+151.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +2.1% | +7.3% | -5.2% | -0.1% |
| 30D | +0.3% | +18.1% | -17.8% | -4.7% |
| 3M | -8.8% | +7.7% | -16.5% | -11.3% |
| 6M | +10.0% | +13.6% | -3.6% | +4.2% |
| YTD | +10.5% | +34.6% | -24.1% | -1.2% |
| 1Y | +15.5% | +66.2% | -50.7% | -3.3% |
| 3Y | +136.4% | +43.5% | +92.9% | +90.7% |
| 5Y | +213.6% | +20.7% | +192.9% | +157.4% |
| 10Y | +713.9% | +541.5% | +172.4% | +321.7% |
| All | +713.9% | +562.8% | +151.1% | +321.7% |
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