+160.5%
PR vs FIVE
+544.4%
-383.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.7% | -13.2% | -7.7% |
| 7D | -12.1% | +7.5% | -19.6% | -13.4% |
| 30D | +0.9% | +16.7% | -15.8% | -2.1% |
| 3M | +10.1% | +13.4% | -3.2% | +7.0% |
| 6M | +1.1% | +9.0% | -7.9% | -1.7% |
| YTD | +63.7% | +33.8% | +29.9% | +51.9% |
| 1Y | +87.0% | +61.2% | +25.9% | +67.1% |
| 3Y | +70.7% | +42.1% | +28.6% | +47.2% |
| 5Y | +246.8% | +21.4% | +225.4% | +200.4% |
| 10Y | +72.6% | +609.1% | -536.5% | +53.1% |
| All | +160.5% | +544.4% | -383.9% | +124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling