+143.2%
PM vs FIVE
+42.1%
+101.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.6% | -8.0% | -2.3% |
| 7D | -7.3% | +6.2% | -13.5% | -7.2% |
| 30D | -4.0% | +18.2% | -22.2% | -3.7% |
| 3M | +2.7% | +3.8% | -1.1% | +2.8% |
| 6M | +14.9% | +13.7% | +1.1% | +15.4% |
| YTD | +23.5% | +34.7% | -11.2% | +24.7% |
| 1Y | +30.4% | +66.6% | -36.3% | +32.2% |
| 3Y | +143.2% | +44.3% | +98.9% | +158.3% |
| All | +143.2% | +42.1% | +101.1% | +158.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling