+1,035.0%
FIX vs PBR
+465.1%
+569.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -13.9% | -13.3% | -0.7% | -12.2% |
| 30D | -35.5% | -27.7% | -7.8% | -33.1% |
| 3M | -33.9% | +2.7% | -36.6% | -35.0% |
| 6M | -43.3% | -6.7% | -36.6% | -43.5% |
| YTD | +18.7% | +60.9% | -42.3% | +8.1% |
| 1Y | +13.8% | +46.6% | -32.8% | +5.0% |
| 3Y | +495.0% | +69.1% | +425.9% | +431.1% |
| All | +1,035.0% | +465.1% | +569.9% | +707.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling