+147.8%
PR vs FIVE
+516.9%
-369.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.3% | -0.6% | -4.1% |
| 7D | -16.5% | -1.7% | -14.8% | -16.4% |
| 30D | -4.5% | +14.9% | -19.4% | -7.1% |
| 3M | +8.5% | +7.6% | +0.9% | +6.4% |
| 6M | -3.3% | +6.4% | -9.7% | -5.6% |
| YTD | +55.7% | +28.1% | +27.6% | +45.7% |
| 1Y | +82.0% | +54.7% | +27.3% | +63.8% |
| 3Y | +62.5% | +36.1% | +26.4% | +41.2% |
| 5Y | +223.9% | +14.9% | +209.0% | +183.4% |
| 10Y | +64.2% | +578.8% | -514.6% | +46.9% |
| All | +147.8% | +516.9% | -369.1% | +115.3% |
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