-58.5%
FIG vs PBR
+74.3%
-132.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +4.8% |
| 7D | -3.8% | +5.4% | -9.2% | -4.0% |
| 30D | -2.3% | +22.9% | -25.2% | -3.4% |
| 3M | +20.0% | +19.6% | +0.3% | +18.2% |
| 6M | -16.7% | +16.5% | -33.1% | -17.0% |
| YTD | -37.9% | +86.7% | -124.6% | -35.6% |
| 1Y | -58.5% | +74.7% | -133.3% | -56.6% |
| All | -58.5% | +74.3% | -132.8% | -56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling