+36,133.2%
FIX vs PBR
+1,624.0%
+34,509.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -13.9% | -13.3% | -0.7% | -10.7% |
| 30D | -35.5% | -27.7% | -7.8% | -30.6% |
| 3M | -33.9% | +2.7% | -36.6% | -35.0% |
| 6M | -43.3% | -6.7% | -36.6% | -43.2% |
| YTD | +18.7% | +60.9% | -42.3% | +3.3% |
| 1Y | +13.8% | +46.6% | -32.8% | +1.1% |
| 3Y | +495.0% | +69.1% | +425.9% | +401.2% |
| 5Y | +1,049.0% | +469.6% | +579.4% | +578.3% |
| 10Y | +3,644.4% | +523.4% | +3,121.0% | +1,779.7% |
| All | +36,133.2% | +1,624.0% | +34,509.2% | +11,071.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling