+79.3%
PR vs FIVE
+50.0%
+29.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -2.4% |
| 7D | +2.9% | +4.3% | -1.4% | +2.2% |
| 30D | +18.0% | +12.5% | +5.5% | +15.5% |
| 3M | +16.9% | +31.2% | -14.4% | +11.3% |
| 6M | +28.2% | +14.4% | +13.8% | +23.9% |
| YTD | +69.3% | +33.9% | +35.4% | +58.5% |
| 1Y | +69.5% | +65.1% | +4.4% | +51.7% |
| All | +79.3% | +50.0% | +29.3% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling