+284.0%
FITB vs PBR
+697.0%
-412.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.8% |
| 7D | -0.3% | +5.4% | -5.6% | -1.9% |
| 30D | -5.7% | +22.9% | -28.5% | -11.7% |
| 3M | +3.2% | +19.6% | -16.5% | -3.1% |
| 6M | +23.4% | +16.5% | +6.9% | +16.1% |
| YTD | +18.8% | +86.7% | -67.9% | -4.7% |
| 1Y | +25.0% | +74.7% | -49.7% | +2.1% |
| 3Y | +131.2% | +102.6% | +28.6% | +75.0% |
| 5Y | +70.7% | +566.6% | -495.9% | -21.3% |
| All | +284.0% | +697.0% | -412.9% | +49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling