+32.9%
PL vs FIVN
-82.6%
+115.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | +22.3% | -17.4% | +39.7% | +29.4% |
| 30D | -8.3% | -20.4% | +12.1% | -1.5% |
| 3M | -43.3% | -9.6% | -33.6% | -42.8% |
| 6M | -65.8% | +34.7% | -100.5% | -71.7% |
| YTD | -29.5% | +40.6% | -70.1% | -46.6% |
| 1Y | +11.7% | +34.3% | -22.6% | -14.0% |
| 3Y | +540.6% | -55.5% | +596.0% | +720.5% |
| 5Y | +32.9% | -82.5% | +115.3% | +175.0% |
| All | +32.9% | -82.6% | +115.5% | +175.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling