+26.8%
PL vs FIVE
+22.0%
+4.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.4% | +10.8% | +10.6% |
| 7D | -6.8% | -0.3% | -6.6% | -6.9% |
| 30D | -29.3% | +17.7% | -47.0% | -34.4% |
| 3M | -44.8% | +4.0% | -48.7% | -46.3% |
| 6M | -68.4% | +2.6% | -71.0% | -69.5% |
| YTD | -36.4% | +27.6% | -63.9% | -44.6% |
| 1Y | +0.7% | +59.9% | -59.2% | -20.6% |
| 3Y | +455.3% | +35.8% | +419.5% | +333.6% |
| 5Y | +22.7% | +14.4% | +8.2% | -5.9% |
| All | +26.8% | +22.0% | +4.7% | -3.6% |
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