+346.6%
PSX vs FIVE
+563.4%
-216.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -13.1% | -0.3% | -12.8% | -13.1% |
| 30D | -9.5% | +17.7% | -27.2% | -12.8% |
| 3M | +20.2% | +4.0% | +16.2% | +18.4% |
| 6M | +44.9% | +2.6% | +42.3% | +42.3% |
| YTD | +94.4% | +27.6% | +66.8% | +80.4% |
| 1Y | +83.1% | +59.9% | +23.1% | +61.0% |
| 3Y | +132.2% | +35.8% | +96.4% | +99.0% |
| 5Y | +278.8% | +14.4% | +264.4% | +226.7% |
| All | +346.6% | +563.4% | -216.9% | +161.6% |
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