+99.9%
PBR vs FFIV
+141.9%
-42.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +2.5% | -1.5% | +4.0% | +2.6% |
| 30D | +19.4% | -2.7% | +22.0% | +19.6% |
| 3M | +20.8% | -1.7% | +22.5% | +20.6% |
| 6M | +23.5% | +36.1% | -12.6% | +17.6% |
| YTD | +83.4% | +52.6% | +30.8% | +71.7% |
| 1Y | +77.6% | +21.5% | +56.0% | +72.2% |
| 3Y | +99.9% | +142.7% | -42.8% | +66.8% |
| All | +99.9% | +141.9% | -42.1% | +66.8% |
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