+272.5%
PM vs FIVE
+504.2%
-231.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +0.5% | +2.7% | -2.1% | +0.3% |
| 30D | -3.2% | +12.7% | -15.9% | -4.4% |
| 3M | +6.2% | +2.1% | +4.2% | +5.8% |
| 6M | +7.7% | +17.5% | -9.8% | +5.6% |
| YTD | +27.3% | +31.0% | -3.7% | +23.0% |
| 1Y | +32.8% | +67.7% | -35.0% | +24.9% |
| 3Y | +150.0% | +43.4% | +106.6% | +134.8% |
| 5Y | +164.2% | +18.1% | +146.2% | +149.5% |
| All | +272.5% | +504.2% | -231.7% | +186.2% |
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