+2,166.4%
FIX vs PBR
+566.8%
+1,599.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | +3.5% | +0.3% | +3.2% | +3.5% |
| 30D | -3.5% | +17.5% | -21.0% | -5.8% |
| 3M | -11.8% | +20.9% | -32.7% | -14.3% |
| 6M | +17.8% | +20.2% | -2.5% | +13.8% |
| YTD | +73.3% | +84.3% | -11.0% | +56.5% |
| 1Y | +128.1% | +77.1% | +51.0% | +106.8% |
| 3Y | +772.7% | +100.8% | +671.8% | +667.6% |
| 5Y | +2,166.4% | +556.1% | +1,610.3% | +1,479.8% |
| All | +2,166.4% | +566.8% | +1,599.6% | +1,479.8% |
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