+208.8%
PM vs FIVN
+115.6%
+93.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | +1.9% | -11.3% | +13.2% | +2.3% |
| 30D | +1.9% | -7.3% | +9.2% | +2.1% |
| 3M | +4.6% | +41.7% | -37.1% | +3.2% |
| 6M | +11.7% | +78.3% | -66.6% | +9.0% |
| YTD | +20.4% | +50.9% | -30.5% | +18.0% |
| 1Y | +19.0% | +19.7% | -0.7% | +17.6% |
| 3Y | +130.4% | -55.7% | +186.1% | +137.0% |
| 5Y | +131.5% | -82.6% | +214.0% | +145.9% |
| All | +208.8% | +115.6% | +93.2% | +181.4% |
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