+8.1%
FPS vs PBR
+39.3%
-31.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +2.3% |
| 7D | +3.1% | +8.6% | -5.5% | +3.3% |
| 30D | -18.6% | +12.8% | -31.4% | -18.3% |
| 3M | -51.5% | +14.7% | -66.1% | -51.3% |
| 6M | -8.5% | +25.2% | -33.7% | -15.7% |
| All | +8.1% | +39.3% | -31.2% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling