+229.6%
PM vs FIVE
+563.4%
-333.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -5.2% | -0.3% | -5.0% | -5.2% |
| 30D | +2.7% | +17.7% | -15.0% | +1.1% |
| 3M | +5.2% | +4.0% | +1.3% | +4.7% |
| 6M | +17.0% | +2.6% | +14.4% | +16.2% |
| YTD | +25.5% | +27.6% | -2.1% | +21.7% |
| 1Y | +35.5% | +59.9% | -24.4% | +28.3% |
| 3Y | +143.9% | +35.8% | +108.1% | +130.9% |
| 5Y | +161.8% | +14.4% | +147.4% | +148.3% |
| All | +229.6% | +563.4% | -333.9% | +164.0% |
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