+87.0%
PR vs FIVE
+63.3%
+23.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.7% | -13.2% | -5.8% |
| 7D | -12.1% | +7.5% | -19.6% | -11.4% |
| 30D | +0.9% | +16.7% | -15.8% | +2.4% |
| 3M | +10.1% | +13.4% | -3.2% | +11.3% |
| 6M | +1.1% | +9.0% | -7.9% | +2.2% |
| YTD | +63.7% | +33.8% | +29.9% | +66.1% |
| 1Y | +87.0% | +61.2% | +25.9% | +92.2% |
| All | +87.0% | +63.3% | +23.8% | +92.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling