+260.9%
PM vs FIVE
+535.9%
-275.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | -7.1% | -0.5% | -6.6% | -7.0% |
| 30D | -2.8% | +17.4% | -20.2% | -4.3% |
| 3M | +6.3% | +7.0% | -0.7% | +5.5% |
| 6M | +9.6% | +20.5% | -10.8% | +7.2% |
| YTD | +25.6% | +33.1% | -7.5% | +21.2% |
| 1Y | +29.7% | +67.1% | -37.4% | +22.1% |
| 3Y | +147.6% | +41.9% | +105.7% | +133.1% |
| 5Y | +160.1% | +21.1% | +139.1% | +144.8% |
| 10Y | +260.9% | +518.8% | -257.9% | +177.6% |
| All | +260.9% | +535.9% | -275.0% | +177.6% |
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