+126.0%
FITB vs PR
+64.2%
+61.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.2% |
| 7D | -1.5% | -16.4% | +14.9% | +2.1% |
| 30D | +5.8% | -1.9% | +7.7% | +5.8% |
| 3M | -6.1% | +8.0% | -14.1% | -8.4% |
| 6M | +5.9% | +4.1% | +1.8% | +3.8% |
| YTD | +16.1% | +58.7% | -42.6% | -0.8% |
| 1Y | +28.8% | +75.8% | -47.0% | +6.4% |
| 3Y | +126.0% | +73.2% | +52.9% | +76.8% |
| All | +126.0% | +64.2% | +61.8% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling