+1,573.8%
PBR vs FFIV
+1,588.5%
-14.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +8.6% | -1.0% | +9.5% | +8.8% |
| 30D | +12.8% | -5.1% | +17.9% | +13.8% |
| 3M | +14.7% | -4.5% | +19.1% | +15.2% |
| 6M | +25.2% | +36.5% | -11.3% | +17.1% |
| YTD | +77.1% | +53.0% | +24.2% | +61.6% |
| 1Y | +69.6% | +24.2% | +45.3% | +60.4% |
| 3Y | +95.6% | +137.2% | -41.6% | +61.1% |
| 5Y | +501.8% | +91.8% | +410.0% | +408.6% |
| 10Y | +640.6% | +215.2% | +425.4% | +468.5% |
| All | +1,573.8% | +1,588.5% | -14.7% | +768.0% |
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