+44.1%
PL vs FIVN
-84.4%
+128.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +0.6% |
| 7D | +5.6% | -22.4% | +28.0% | +14.0% |
| 30D | -16.9% | -23.8% | +6.8% | -9.8% |
| 3M | -38.2% | -19.5% | -18.7% | -35.2% |
| 6M | -63.4% | +25.6% | -89.0% | -68.5% |
| YTD | -27.6% | +38.4% | -66.0% | -43.6% |
| 1Y | +6.6% | +33.7% | -27.1% | -16.0% |
| 3Y | +557.6% | -56.2% | +613.8% | +722.0% |
| 5Y | +39.5% | -82.9% | +122.4% | +118.0% |
| All | +44.1% | -84.4% | +128.5% | +124.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling