+69.6%
PBR vs FDS
-17.4%
+87.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -2.0% |
| 7D | +8.6% | -1.9% | +10.5% | +8.5% |
| 30D | +12.8% | +9.0% | +3.8% | +13.2% |
| 3M | +14.7% | +18.9% | -4.2% | +15.6% |
| 6M | +25.2% | +35.1% | -10.0% | +26.5% |
| YTD | +77.1% | +5.5% | +71.6% | +76.1% |
| 1Y | +69.6% | -16.8% | +86.4% | +65.3% |
| All | +69.6% | -17.4% | +87.0% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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