+488.6%
PBR vs FE
+43.6%
+444.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -16.0% | 0.0% | -15.9% | -16.0% |
| 30D | -22.8% | +5.2% | -27.9% | -24.0% |
| 3M | +3.0% | 0.0% | +3.0% | +2.8% |
| 6M | -8.1% | +5.0% | -13.1% | -9.9% |
| YTD | +63.1% | +7.9% | +55.3% | +58.4% |
| 1Y | +59.3% | +6.3% | +52.9% | +55.3% |
| 3Y | +66.1% | +46.0% | +20.1% | +43.6% |
| All | +488.6% | +43.6% | +444.9% | +387.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling