+130.0%
FITB vs PBR
+101.4%
+28.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | +0.2% |
| 7D | -1.0% | +4.2% | -5.2% | -1.5% |
| 30D | -5.5% | +22.7% | -28.2% | -8.3% |
| 3M | +4.1% | +21.5% | -17.4% | +1.1% |
| 6M | +18.7% | +24.0% | -5.3% | +14.0% |
| YTD | +18.2% | +88.2% | -70.1% | +3.0% |
| 1Y | +23.7% | +74.8% | -51.2% | +9.3% |
| All | +130.0% | +101.4% | +28.6% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling