+0.7%
FPS vs PBR
+48.0%
-47.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.2% | -7.9% | -5.7% |
| 7D | -4.6% | +4.2% | -8.8% | -4.4% |
| 30D | -22.6% | +22.7% | -45.3% | -22.1% |
| 3M | -45.1% | +21.5% | -66.6% | -44.8% |
| 6M | -17.8% | +24.0% | -41.8% | -22.6% |
| All | +0.7% | +48.0% | -47.3% | -9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling