+523.4%
PBR vs FE
+110.9%
+412.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | -13.3% | -0.5% | -12.8% | -13.1% |
| 30D | -27.7% | +4.3% | -32.1% | -29.1% |
| 3M | +2.7% | +0.4% | +2.3% | +2.3% |
| 6M | -6.7% | +6.9% | -13.7% | -9.8% |
| YTD | +60.9% | +8.0% | +52.9% | +54.7% |
| 1Y | +46.6% | +4.8% | +41.8% | +42.7% |
| 3Y | +69.1% | +49.0% | +20.1% | +39.0% |
| 5Y | +469.6% | +46.2% | +423.4% | +364.5% |
| 10Y | +523.4% | +120.9% | +402.5% | +404.1% |
| All | +523.4% | +110.9% | +412.5% | +404.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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