+336.1%
FITB vs PR
+147.8%
+188.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.5% | -1.5% |
| 7D | -1.8% | -16.5% | +14.7% | +1.1% |
| 30D | +4.8% | -4.5% | +9.3% | +5.4% |
| 3M | -6.4% | +8.5% | -15.0% | -8.1% |
| 6M | +7.9% | -3.3% | +11.2% | +7.7% |
| YTD | +17.0% | +55.7% | -38.7% | +7.1% |
| 1Y | +29.9% | +82.0% | -52.1% | +15.6% |
| 3Y | +124.8% | +62.5% | +62.4% | +101.4% |
| 5Y | +46.4% | +223.9% | -177.5% | +12.7% |
| 10Y | +258.1% | +64.2% | +193.9% | +106.4% |
| All | +336.1% | +147.8% | +188.3% | +157.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling