+260.9%
PM vs FIVN
+104.7%
+156.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | -7.1% | -22.8% | +15.7% | -6.4% |
| 30D | -2.8% | -21.3% | +18.5% | -2.2% |
| 3M | +6.3% | -14.0% | +20.3% | +6.6% |
| 6M | +9.6% | +31.1% | -21.5% | +8.2% |
| YTD | +25.6% | +40.0% | -14.4% | +23.2% |
| 1Y | +29.7% | +38.1% | -8.4% | +27.2% |
| 3Y | +147.6% | -55.7% | +203.2% | +153.9% |
| 5Y | +160.1% | -82.5% | +242.6% | +175.5% |
| 10Y | +260.9% | +92.4% | +168.5% | +232.2% |
| All | +260.9% | +104.7% | +156.2% | +232.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 10y: compounded portfolio wealth divided by compounded FIVN 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…
10y analysis · Full analysis span regression · 6 months rolling