+556.1%
PBR vs FFIV
+100.0%
+456.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | -0.1% |
| 7D | +0.3% | +3.5% | -3.1% | -0.2% |
| 30D | +17.5% | -1.3% | +18.8% | +17.6% |
| 3M | +20.9% | +2.4% | +18.5% | +20.1% |
| 6M | +20.2% | +41.8% | -21.6% | +13.2% |
| YTD | +84.3% | +58.5% | +25.8% | +70.0% |
| 1Y | +77.1% | +24.3% | +52.8% | +69.9% |
| 3Y | +100.8% | +152.0% | -51.2% | +67.7% |
| 5Y | +556.1% | +99.1% | +457.0% | +456.1% |
| All | +556.1% | +100.0% | +456.1% | +456.1% |
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