+75.8%
PR vs FIVE
+55.9%
+20.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | -16.4% | -0.3% | -16.1% | -16.3% |
| 30D | -1.9% | +17.7% | -19.6% | -0.7% |
| 3M | +8.0% | +4.0% | +4.0% | +8.3% |
| 6M | +4.1% | +2.6% | +1.5% | +4.5% |
| YTD | +58.7% | +27.6% | +31.1% | +57.1% |
| 1Y | +75.8% | +59.9% | +15.9% | +69.1% |
| All | +75.8% | +55.9% | +20.0% | +69.1% |
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