+43.7%
F vs PBR
+566.8%
-523.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -4.0% |
| 7D | -4.9% | +0.3% | -5.2% | -5.0% |
| 30D | -2.9% | +17.5% | -20.4% | -5.5% |
| 3M | -9.1% | +20.9% | -30.0% | -12.1% |
| 6M | +12.9% | +20.2% | -7.3% | +7.9% |
| YTD | +6.1% | +84.3% | -78.2% | -7.7% |
| 1Y | +22.5% | +77.1% | -54.6% | +7.3% |
| 3Y | +32.1% | +100.8% | -68.8% | +11.4% |
| 5Y | +43.7% | +556.1% | -512.4% | -6.3% |
| All | +43.7% | +566.8% | -523.1% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 5y: compounded portfolio wealth divided by compounded PBR 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…
5y analysis · Full analysis span regression · 6 months rolling