+294.6%
PM vs FIVE
+868.1%
-573.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.1% | -7.1% | -2.4% |
| 7D | -4.9% | +4.3% | -9.1% | -5.2% |
| 30D | -3.4% | +12.5% | -15.9% | -4.4% |
| 3M | +5.2% | +31.2% | -26.1% | +2.6% |
| 6M | +3.7% | +14.4% | -10.7% | +2.0% |
| YTD | +15.8% | +33.9% | -18.1% | +12.2% |
| 1Y | +17.4% | +65.1% | -47.7% | +11.3% |
| 3Y | +116.9% | +49.0% | +68.0% | +103.6% |
| 5Y | +117.3% | +30.3% | +87.0% | +102.9% |
| 10Y | +193.8% | +481.1% | -287.4% | +130.3% |
| All | +294.6% | +868.1% | -573.6% | +190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling