+291.7%
FITB vs PR
+109.1%
+182.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | +0.6% | +2.9% | -2.3% | +0.1% |
| 30D | -4.7% | +18.0% | -22.8% | -7.5% |
| 3M | +6.7% | +16.9% | -10.2% | +3.5% |
| 6M | +12.6% | +28.2% | -15.7% | +7.0% |
| YTD | +19.1% | +69.3% | -50.2% | +7.7% |
| 1Y | +22.6% | +69.5% | -46.9% | +10.6% |
| 3Y | +127.1% | +81.7% | +45.4% | +99.8% |
| 5Y | +71.8% | +422.2% | -350.4% | +22.4% |
| All | +291.7% | +109.1% | +182.6% | +125.5% |
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