+1,405.7%
PBR vs FFIV
+1,273.6%
+132.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | -3.7% | +1.9% | -5.6% | -4.1% |
| 30D | -29.0% | -33.3% | +4.3% | -23.8% |
| 3M | +4.9% | -24.9% | +29.8% | +9.9% |
| 6M | -8.4% | -10.5% | +2.1% | -7.6% |
| YTD | +59.4% | +24.4% | +34.9% | +50.1% |
| 1Y | +45.5% | +32.3% | +13.2% | +35.3% |
| 3Y | +67.4% | +99.7% | -32.3% | +41.4% |
| 5Y | +453.0% | +38.4% | +414.5% | +394.4% |
| 10Y | +555.9% | +125.0% | +430.9% | +432.2% |
| All | +1,405.7% | +1,273.6% | +132.2% | +706.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling