+66.4%
PBR vs FFIV
+95.4%
-28.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.6% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | -29.3% | -32.4% | +3.1% | -26.7% |
| 3M | +5.5% | -25.7% | +31.2% | +8.1% |
| 6M | -2.9% | -13.5% | +10.6% | -2.6% |
| YTD | +61.5% | +21.1% | +40.4% | +54.7% |
| 1Y | +46.9% | +29.4% | +17.4% | +39.4% |
| 3Y | +66.4% | +94.9% | -28.5% | +40.9% |
| All | +66.4% | +95.4% | -28.9% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling