+490.1%
FIX vs PBR
+68.6%
+421.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -13.9% | -13.3% | -0.7% | -12.3% |
| 30D | -35.5% | -27.7% | -7.8% | -33.5% |
| 3M | -33.9% | +2.7% | -36.6% | -35.6% |
| 6M | -43.3% | -6.7% | -36.6% | -43.9% |
| YTD | +18.7% | +60.9% | -42.3% | +4.1% |
| 1Y | +13.8% | +46.6% | -32.8% | +1.7% |
| All | +490.1% | +68.6% | +421.5% | +384.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling