+1,086.7%
PSX vs FIVE
+848.8%
+237.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.1% | +1.9% |
| 7D | +6.4% | +2.4% | +4.0% | +5.9% |
| 30D | -10.2% | +15.8% | -26.0% | -12.9% |
| 3M | +17.2% | +3.8% | +13.4% | +15.7% |
| 6M | +51.8% | +18.5% | +33.2% | +45.1% |
| YTD | +108.0% | +31.2% | +76.8% | +93.1% |
| 1Y | +96.1% | +61.8% | +34.3% | +74.1% |
| 3Y | +155.9% | +39.9% | +116.0% | +120.5% |
| 5Y | +306.9% | +18.3% | +288.6% | +251.1% |
| 10Y | +364.5% | +510.0% | -145.4% | +177.2% |
| All | +1,086.7% | +848.8% | +237.9% | +546.2% |
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