+163.2%
PSLV vs FIVN
+285.7%
-122.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.2% |
| 7D | -3.5% | -7.8% | +4.4% | -3.1% |
| 30D | -2.1% | -1.7% | -0.4% | -2.1% |
| 3M | -1.6% | +47.2% | -48.8% | -3.8% |
| 6M | -25.5% | +82.7% | -108.2% | -28.2% |
| YTD | -11.4% | +52.9% | -64.3% | -14.1% |
| 1Y | +48.6% | +17.5% | +31.1% | +45.8% |
| 3Y | +166.9% | -55.8% | +222.7% | +171.2% |
| 5Y | +152.4% | -82.3% | +234.7% | +161.9% |
| 10Y | +187.8% | +116.5% | +71.2% | +187.8% |
| All | +163.2% | +285.7% | -122.5% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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