+3,759.0%
FIX vs PBR
+531.5%
+3,227.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.5% | +7.6% | +5.6% |
| 7D | +6.4% | -9.1% | +15.6% | +8.8% |
| 30D | -29.1% | -29.9% | +0.8% | -23.5% |
| 3M | -31.1% | +2.3% | -33.5% | -32.4% |
| 6M | -42.8% | -10.9% | -31.9% | -42.2% |
| YTD | +24.6% | +56.9% | -32.3% | +9.2% |
| 1Y | +21.9% | +38.0% | -16.1% | +10.1% |
| 3Y | +524.9% | +64.8% | +460.1% | +429.7% |
| 5Y | +1,092.2% | +447.1% | +645.1% | +600.6% |
| 10Y | +3,759.0% | +545.8% | +3,213.2% | +1,879.7% |
| All | +3,759.0% | +531.5% | +3,227.5% | +1,879.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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