+12.7%
FIX vs PBR
+24.8%
-12.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +1.9% |
| 7D | +6.0% | +8.6% | -2.5% | +6.1% |
| 30D | -7.2% | +12.8% | -20.0% | -7.1% |
| 3M | -15.9% | +14.7% | -30.5% | -15.3% |
| 6M | +12.7% | +25.2% | -12.4% | +5.8% |
| All | +12.7% | +24.8% | -12.1% | +5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling