+29.7%
PM vs FIVE
+66.9%
-37.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | -7.1% | -0.5% | -6.6% | -7.0% |
| 30D | -2.8% | +17.4% | -20.2% | -2.4% |
| 3M | +6.3% | +7.0% | -0.7% | +6.5% |
| 6M | +9.6% | +20.5% | -10.8% | +11.1% |
| YTD | +25.6% | +33.1% | -7.5% | +28.8% |
| 1Y | +29.7% | +67.1% | -37.4% | +32.4% |
| All | +29.7% | +66.9% | -37.3% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling