+1,051.4%
PSX vs FIVE
+868.1%
+183.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.9% |
| 7D | +4.5% | +4.3% | +0.3% | +3.6% |
| 30D | +26.6% | +12.5% | +14.1% | +23.3% |
| 3M | +39.3% | +31.2% | +8.0% | +31.3% |
| 6M | +56.8% | +14.4% | +42.4% | +50.7% |
| YTD | +101.8% | +33.9% | +67.9% | +87.2% |
| 1Y | +99.6% | +65.1% | +34.6% | +76.4% |
| 3Y | +140.3% | +49.0% | +91.4% | +104.7% |
| 5Y | +339.3% | +30.3% | +309.0% | +270.6% |
| 10Y | +369.9% | +481.1% | -111.2% | +182.7% |
| All | +1,051.4% | +868.1% | +183.2% | +526.6% |
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 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