+34.1%
FITB vs PBR
+74.7%
-40.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.0% | +8.4% | +1.0% |
| 7D | +2.3% | -11.0% | +13.3% | +1.6% |
| 30D | +7.7% | -18.8% | +26.5% | +6.5% |
| 3M | -4.5% | +7.8% | -12.3% | -3.3% |
| 6M | +12.5% | -7.6% | +20.1% | +12.9% |
| YTD | +19.8% | +72.7% | -52.9% | +21.5% |
| 1Y | +34.1% | +72.9% | -38.8% | +36.0% |
| All | +34.1% | +74.7% | -40.6% | +36.0% |
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