+232.4%
PM vs FIVE
+563.4%
-331.0%
-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 | +6.1% | +4.0% | +2.2% | +5.6% |
| 6M | +18.0% | +2.6% | +15.4% | +17.2% |
| YTD | +26.6% | +27.6% | -1.0% | +22.7% |
| 1Y | +36.7% | +59.9% | -23.3% | +29.4% |
| 3Y | +146.0% | +35.8% | +110.2% | +132.9% |
| 5Y | +164.1% | +14.4% | +149.7% | +150.5% |
| All | +232.4% | +563.4% | -331.0% | +166.3% |
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