+154.0%
FITB vs PBR
+1,864.5%
-1,710.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.8% |
| 7D | +2.8% | +2.5% | +0.4% | +2.0% |
| 30D | -4.5% | +19.4% | -23.9% | -10.0% |
| 3M | +5.7% | +20.8% | -15.1% | -1.2% |
| 6M | +17.1% | +23.5% | -6.4% | +7.8% |
| YTD | +18.3% | +83.4% | -65.1% | -4.5% |
| 1Y | +23.9% | +77.6% | -53.7% | +0.6% |
| 3Y | +131.1% | +99.9% | +31.2% | +76.1% |
| 5Y | +71.1% | +567.7% | -496.6% | -17.7% |
| 10Y | +283.9% | +621.5% | -337.6% | +54.7% |
| All | +154.0% | +1,864.5% | -1,710.5% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling