+332.7%
FITB vs PR
+152.6%
+180.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.1% |
| 7D | -1.5% | -16.4% | +14.9% | +1.4% |
| 30D | +5.8% | -1.9% | +7.7% | +5.9% |
| 3M | -6.1% | +8.0% | -14.1% | -7.7% |
| 6M | +5.9% | +4.1% | +1.8% | +4.4% |
| YTD | +16.1% | +58.7% | -42.6% | +5.9% |
| 1Y | +28.8% | +75.8% | -47.0% | +15.4% |
| 3Y | +126.0% | +73.2% | +52.9% | +100.3% |
| 5Y | +45.3% | +230.1% | -184.8% | +11.4% |
| 10Y | +255.4% | +67.4% | +188.0% | +104.2% |
| All | +332.7% | +152.6% | +180.2% | +155.0% |
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