+159.0%
PM vs FIVE
+18.8%
+140.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -6.6% | +7.3% | -14.0% | -6.8% |
| 30D | -3.4% | +18.1% | -21.5% | -3.8% |
| 3M | +5.3% | +7.7% | -2.4% | +5.1% |
| 6M | +15.5% | +13.6% | +1.9% | +15.1% |
| YTD | +24.3% | +34.6% | -10.3% | +23.1% |
| 1Y | +29.7% | +66.2% | -36.5% | +27.6% |
| 3Y | +144.9% | +43.5% | +101.4% | +147.3% |
| 5Y | +159.0% | +20.7% | +138.4% | +148.1% |
| All | +159.0% | +18.8% | +140.2% | +148.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling