+234.7%
PM vs FIVE
+596.6%
-361.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.6% | -8.0% | -2.9% |
| 7D | -7.3% | +6.2% | -13.5% | -7.8% |
| 30D | -4.0% | +18.2% | -22.2% | -5.6% |
| 3M | +2.7% | +3.8% | -1.1% | +2.2% |
| 6M | +14.9% | +13.7% | +1.1% | +12.9% |
| YTD | +23.5% | +34.7% | -11.2% | +19.1% |
| 1Y | +30.4% | +66.6% | -36.3% | +22.9% |
| 3Y | +143.2% | +44.3% | +98.9% | +128.7% |
| 5Y | +159.5% | +18.8% | +140.7% | +145.4% |
| 10Y | +234.7% | +569.2% | -334.5% | +163.6% |
| All | +234.7% | +596.6% | -361.9% | +163.6% |
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