+72.9%
PBR vs FDS
+31.1%
+41.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.9% | -9.9% | -6.9% |
| 7D | -11.0% | +9.4% | -20.4% | -10.8% |
| 30D | -18.8% | +23.8% | -42.6% | -18.2% |
| 3M | +7.8% | +25.1% | -17.3% | +8.6% |
| 6M | -7.6% | +53.8% | -61.4% | -6.5% |
| YTD | +72.7% | +19.6% | +53.1% | +70.2% |
| 1Y | +72.9% | +31.6% | +41.3% | +67.8% |
| All | +72.9% | +31.1% | +41.8% | +67.8% |
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