+82.0%
PR vs FIVE
+54.7%
+27.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.3% | -0.6% | -5.2% |
| 7D | -16.5% | -1.7% | -14.8% | -16.5% |
| 30D | -4.5% | +14.9% | -19.4% | -3.3% |
| 3M | +8.5% | +7.6% | +0.9% | +9.2% |
| 6M | -3.3% | +6.4% | -9.7% | -2.5% |
| YTD | +55.7% | +28.1% | +27.6% | +57.7% |
| 1Y | +82.0% | +54.7% | +27.3% | +87.7% |
| All | +82.0% | +54.7% | +27.3% | +87.7% |
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