+335.6%
PM vs FIVE
+826.1%
-490.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.3% | -0.4% | -4.3% |
| 7D | -3.4% | -1.7% | -1.6% | -3.2% |
| 30D | +5.8% | +14.9% | -9.1% | +4.6% |
| 3M | +6.7% | +7.6% | -1.0% | +5.8% |
| 6M | +19.9% | +6.4% | +13.5% | +18.8% |
| YTD | +27.8% | +28.1% | -0.3% | +24.2% |
| 1Y | +39.4% | +54.7% | -15.3% | +33.1% |
| 3Y | +146.9% | +36.1% | +110.8% | +133.9% |
| 5Y | +166.6% | +14.9% | +151.7% | +152.6% |
| 10Y | +242.1% | +578.8% | -336.8% | +166.2% |
| All | +335.6% | +826.1% | -490.5% | +221.9% |
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