+300.6%
PM vs FIVN
+318.5%
-17.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -1.9% |
| 7D | -4.9% | -2.3% | -2.6% | -4.8% |
| 30D | -3.4% | +12.4% | -15.8% | -3.8% |
| 3M | +5.2% | +36.0% | -30.8% | +3.9% |
| 6M | +3.7% | +86.0% | -82.3% | +1.1% |
| YTD | +15.8% | +65.9% | -50.2% | +13.2% |
| 1Y | +17.4% | +26.5% | -9.1% | +15.8% |
| 3Y | +116.9% | -54.2% | +171.1% | +122.2% |
| 5Y | +117.3% | -80.5% | +197.8% | +127.8% |
| 10Y | +193.8% | +109.6% | +84.1% | +172.0% |
| All | +300.6% | +318.5% | -17.9% | +259.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling