+345.8%
PSX vs FIVE
+596.6%
-250.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.6% | -2.6% | +1.8% |
| 7D | -8.0% | +6.2% | -14.2% | -9.3% |
| 30D | -9.0% | +18.2% | -27.2% | -12.4% |
| 3M | +24.7% | +3.8% | +20.9% | +23.0% |
| 6M | +49.3% | +13.7% | +35.6% | +43.4% |
| YTD | +100.2% | +34.7% | +65.5% | +83.6% |
| 1Y | +88.8% | +66.6% | +22.2% | +64.7% |
| 3Y | +152.5% | +44.3% | +108.2% | +113.6% |
| 5Y | +283.2% | +18.8% | +264.4% | +228.5% |
| 10Y | +345.8% | +569.2% | -223.4% | +159.8% |
| All | +345.8% | +596.6% | -250.8% | +159.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling