+224.4%
FITB vs PR
+65.1%
+159.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +0.5% | -9.5% | +10.0% | +2.1% |
| 30D | +7.0% | -5.7% | +12.7% | +7.8% |
| 3M | -4.4% | +3.0% | -7.3% | -5.2% |
| 6M | +11.6% | +11.8% | -0.3% | +8.6% |
| YTD | +18.6% | +58.5% | -39.9% | +8.1% |
| 1Y | +29.8% | +69.9% | -40.1% | +16.9% |
| 3Y | +140.7% | +84.9% | +55.8% | +110.7% |
| 5Y | +48.6% | +246.4% | -197.8% | +12.8% |
| 10Y | +224.4% | +70.3% | +154.1% | +88.8% |
| All | +224.4% | +65.1% | +159.3% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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