+1,573.8%
PBR vs FE
+476.8%
+1,097.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | +8.6% | +1.9% | +6.6% | +7.4% |
| 30D | +12.8% | -1.2% | +14.0% | +13.4% |
| 3M | +14.7% | +3.5% | +11.2% | +11.9% |
| 6M | +25.2% | -6.1% | +31.2% | +29.0% |
| YTD | +77.1% | +7.6% | +69.5% | +68.4% |
| 1Y | +69.6% | +11.9% | +57.6% | +57.1% |
| 3Y | +95.6% | +48.4% | +47.1% | +49.8% |
| 5Y | +501.8% | +44.8% | +457.0% | +354.7% |
| 10Y | +640.6% | +115.9% | +524.7% | +307.6% |
| All | +1,573.8% | +476.8% | +1,097.0% | +754.0% |
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 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