+72.9%
PBR vs FGI
+38.7%
+34.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -5.0% | -2.0% | -7.0% |
| 7D | -11.0% | +3.3% | -14.3% | -10.9% |
| 30D | -18.8% | -2.0% | -16.7% | -18.7% |
| 3M | +7.8% | +60.3% | -52.4% | +9.3% |
| 6M | -7.6% | +0.7% | -8.3% | -7.4% |
| YTD | +72.7% | +30.2% | +42.5% | +82.6% |
| 1Y | +72.9% | +44.4% | +28.6% | +83.7% |
| All | +72.9% | +38.7% | +34.3% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling