-14.2%
PL vs FIVE
+54.7%
-68.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.3% | -5.9% | -8.6% |
| 7D | -20.5% | -1.7% | -18.8% | -19.9% |
| 30D | -38.8% | +14.9% | -53.7% | -41.9% |
| 3M | -49.1% | +7.6% | -56.8% | -50.9% |
| 6M | -69.4% | +6.4% | -75.8% | -69.9% |
| YTD | -42.3% | +28.1% | -70.4% | -55.0% |
| 1Y | -14.2% | +54.7% | -68.9% | -46.4% |
| All | -14.2% | +54.7% | -68.9% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling