-80.8%
FIG vs PBR
+79.0%
-159.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.5% |
| 7D | -12.2% | +4.2% | -16.5% | -12.3% |
| 30D | -11.0% | +22.7% | -33.7% | -11.8% |
| 3M | +11.9% | +21.5% | -9.6% | +10.3% |
| 6M | -21.9% | +24.0% | -45.9% | -22.3% |
| YTD | -40.8% | +88.2% | -129.0% | -38.8% |
| 1Y | -56.6% | +74.8% | -131.5% | -55.6% |
| All | -80.8% | +79.0% | -159.8% | -80.3% |
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