+668.5%
PBR vs FFIV
+238.2%
+430.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.7% |
| 7D | +4.2% | +1.6% | +2.6% | +3.6% |
| 30D | +22.7% | -3.7% | +26.5% | +24.0% |
| 3M | +21.5% | +2.0% | +19.5% | +19.6% |
| 6M | +24.0% | +39.3% | -15.3% | +7.8% |
| YTD | +88.2% | +56.1% | +32.1% | +55.7% |
| 1Y | +74.8% | +22.0% | +52.8% | +57.9% |
| 3Y | +105.1% | +148.2% | -43.1% | +31.7% |
| 5Y | +572.2% | +96.3% | +475.9% | +361.3% |
| All | +668.5% | +238.2% | +430.3% | +261.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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