+1,441.5%
PBR vs FE
+478.3%
+963.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -16.0% | 0.0% | -15.9% | -16.0% |
| 30D | -22.8% | +5.2% | -27.9% | -25.1% |
| 3M | +3.0% | 0.0% | +3.0% | +2.6% |
| 6M | -8.1% | +5.0% | -13.1% | -11.3% |
| YTD | +63.1% | +7.9% | +55.3% | +54.5% |
| 1Y | +59.3% | +6.3% | +52.9% | +52.0% |
| 3Y | +66.1% | +46.0% | +20.1% | +28.5% |
| 5Y | +495.8% | +45.6% | +450.2% | +349.8% |
| 10Y | +514.7% | +109.3% | +405.3% | +244.4% |
| All | +1,441.5% | +478.3% | +963.2% | +683.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling