+113.0%
FICO vs PBR
+566.8%
-453.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.9% | +5.3% |
| 7D | -10.6% | +0.3% | -10.9% | -10.6% |
| 30D | -6.3% | +17.5% | -23.9% | -6.8% |
| 3M | -19.7% | +20.9% | -40.6% | -20.3% |
| 6M | -31.8% | +20.2% | -52.0% | -32.4% |
| YTD | -41.8% | +84.3% | -126.1% | -44.0% |
| 1Y | -36.4% | +77.1% | -113.5% | -38.6% |
| 3Y | +9.3% | +100.8% | -91.5% | +4.2% |
| 5Y | +113.0% | +556.1% | -443.1% | +75.1% |
| All | +113.0% | +566.8% | -453.8% | +75.1% |
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