+1,462.6%
PH vs FIVE
+868.1%
+594.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -1.5% |
| 7D | -3.1% | +4.3% | -7.3% | -4.2% |
| 30D | -3.2% | +12.5% | -15.8% | -6.4% |
| 3M | +10.6% | +31.2% | -20.7% | +2.5% |
| 6M | -2.1% | +14.4% | -16.5% | -6.8% |
| YTD | +10.2% | +33.9% | -23.7% | +0.5% |
| 1Y | +28.2% | +65.1% | -36.8% | +10.0% |
| 3Y | +134.9% | +49.0% | +85.9% | +92.8% |
| 5Y | +253.6% | +30.3% | +223.3% | +190.7% |
| 10Y | +804.7% | +481.1% | +323.6% | +415.4% |
| All | +1,462.6% | +868.1% | +594.5% | +702.4% |
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