+1.1%
PR vs FIVE
+9.5%
-8.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.7% | -13.2% | -5.7% |
| 7D | -12.1% | +7.5% | -19.6% | -11.3% |
| 30D | +0.9% | +16.7% | -15.8% | +2.4% |
| 3M | +10.1% | +13.4% | -3.2% | +10.9% |
| 6M | +1.1% | +9.0% | -7.9% | +0.9% |
| All | +1.1% | +9.5% | -8.3% | +0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling