+449.1%
PL vs FIVE
+50.0%
+399.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -3.4% |
| 7D | -9.3% | +4.3% | -13.6% | -10.9% |
| 30D | -18.9% | +12.5% | -31.4% | -23.1% |
| 3M | -58.4% | +31.2% | -89.6% | -63.1% |
| 6M | -30.3% | +14.4% | -44.7% | -35.3% |
| YTD | -8.1% | +33.9% | -42.0% | -20.4% |
| 1Y | +180.5% | +65.1% | +115.4% | +122.2% |
| All | +449.1% | +50.0% | +399.1% | +278.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling