+169.5%
PR vs FIVE
+544.8%
-375.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -2.5% |
| 7D | +2.9% | +4.3% | -1.4% | +2.1% |
| 30D | +18.0% | +12.5% | +5.5% | +15.2% |
| 3M | +16.9% | +31.2% | -14.4% | +10.5% |
| 6M | +28.2% | +14.4% | +13.8% | +23.4% |
| YTD | +69.3% | +33.9% | +35.4% | +57.7% |
| 1Y | +69.5% | +65.1% | +4.4% | +50.9% |
| 3Y | +81.7% | +49.0% | +32.7% | +55.5% |
| 5Y | +422.2% | +30.3% | +392.0% | +347.9% |
| 10Y | +110.4% | +481.1% | -370.7% | +83.6% |
| All | +169.5% | +544.8% | -375.4% | +132.9% |
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 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