+1,425.7%
PBR vs FDS
+1,857.9%
-432.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -1.0% | +1.5% | -2.5% | -1.6% |
| 30D | -29.3% | +14.8% | -44.1% | -33.4% |
| 3M | +5.5% | +16.3% | -10.8% | -1.9% |
| 6M | -2.9% | +66.2% | -69.1% | -23.9% |
| YTD | +61.5% | +16.2% | +45.2% | +43.3% |
| 1Y | +46.9% | +21.8% | +25.0% | +27.0% |
| 3Y | +66.4% | -23.9% | +90.3% | +72.1% |
| 5Y | +460.3% | -23.1% | +483.4% | +459.6% |
| 10Y | +564.6% | +128.7% | +435.9% | +311.3% |
| All | +1,425.7% | +1,857.9% | -432.2% | +385.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling