+867.0%
PH vs FIVN
+318.5%
+548.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.1% |
| 7D | -3.1% | -2.3% | -0.8% | -2.8% |
| 30D | -3.2% | +12.4% | -15.6% | -5.0% |
| 3M | +10.6% | +36.0% | -25.4% | +5.5% |
| 6M | -2.1% | +86.0% | -88.1% | -11.6% |
| YTD | +10.2% | +65.9% | -55.7% | +0.5% |
| 1Y | +28.2% | +26.5% | +1.7% | +21.1% |
| 3Y | +134.9% | -54.2% | +189.1% | +147.0% |
| 5Y | +253.6% | -80.5% | +334.1% | +297.5% |
| 10Y | +804.7% | +109.6% | +695.1% | +641.9% |
| All | +867.0% | +318.5% | +548.5% | +650.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling