+1,573.8%
PBR vs FDS
+1,677.0%
-103.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -0.5% |
| 7D | +8.6% | -1.9% | +10.5% | +9.3% |
| 30D | +12.8% | +9.0% | +3.8% | +8.6% |
| 3M | +14.7% | +18.9% | -4.2% | +4.8% |
| 6M | +25.2% | +35.1% | -10.0% | +6.7% |
| YTD | +77.1% | +5.5% | +71.6% | +65.1% |
| 1Y | +69.6% | -16.8% | +86.4% | +72.7% |
| 3Y | +95.6% | -28.1% | +123.6% | +108.2% |
| 5Y | +501.8% | -17.4% | +519.2% | +481.3% |
| 10Y | +640.6% | +85.4% | +555.1% | +403.7% |
| All | +1,573.8% | +1,677.0% | -103.2% | +459.0% |
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