+282.5%
PBR vs FGI
-66.3%
+348.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.2% | -4.6% | +1.5% |
| 7D | -3.7% | +13.5% | -17.2% | -3.8% |
| 30D | -29.0% | +17.1% | -46.1% | -29.1% |
| 3M | +4.9% | +78.0% | -73.1% | +4.4% |
| 6M | -8.4% | +46.4% | -54.9% | -8.8% |
| YTD | +59.4% | +47.7% | +11.6% | +58.7% |
| 1Y | +45.5% | +56.8% | -11.3% | +44.1% |
| 3Y | +67.4% | +12.3% | +55.1% | +62.8% |
| All | +282.5% | -66.3% | +348.8% | +272.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling