+52,659.0%
FIX vs PBR
+1,797.5%
+50,861.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.4% |
| 7D | +6.0% | +8.6% | -2.5% | +3.8% |
| 30D | -7.2% | +12.8% | -20.0% | -10.1% |
| 3M | -15.9% | +14.7% | -30.5% | -19.0% |
| 6M | +12.7% | +25.2% | -12.4% | +5.5% |
| YTD | +72.8% | +77.1% | -4.4% | +48.2% |
| 1Y | +122.9% | +69.6% | +53.3% | +92.7% |
| 3Y | +774.3% | +95.6% | +678.7% | +615.2% |
| 5Y | +2,049.5% | +501.8% | +1,547.7% | +1,157.3% |
| 10Y | +5,821.5% | +640.6% | +5,180.9% | +2,748.8% |
| All | +52,659.0% | +1,797.5% | +50,861.5% | +15,933.4% |
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