+128.7%
PM vs FIVN
-82.0%
+210.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.6% |
| 7D | -1.2% | -9.6% | +8.4% | -1.1% |
| 30D | -0.2% | -11.9% | +11.8% | 0.0% |
| 3M | +4.9% | +40.1% | -35.2% | +4.3% |
| 6M | +9.0% | +68.3% | -59.3% | +7.9% |
| YTD | +17.8% | +51.5% | -33.7% | +16.7% |
| 1Y | +16.8% | +15.1% | +1.7% | +16.6% |
| 3Y | +125.4% | -55.6% | +181.0% | +133.1% |
| 5Y | +128.7% | -82.4% | +211.1% | +139.2% |
| All | +128.7% | -82.0% | +210.7% | +139.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling