+454.9%
PBR vs FFIV
+35.3%
+419.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.7% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | -29.3% | -32.4% | +3.1% | -25.9% |
| 3M | +5.5% | -25.7% | +31.2% | +9.0% |
| 6M | -2.9% | -13.5% | +10.6% | -2.2% |
| YTD | +61.5% | +21.1% | +40.4% | +53.8% |
| 1Y | +46.9% | +29.4% | +17.4% | +38.3% |
| 3Y | +66.4% | +94.9% | -28.5% | +43.7% |
| All | +454.9% | +35.3% | +419.6% | +408.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling