+38.0%
PBR vs FGI
+50.2%
-12.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.9% | -8.4% | -2.4% |
| 7D | -9.1% | +6.9% | -16.0% | -9.1% |
| 30D | -29.9% | +3.9% | -33.8% | -29.8% |
| 3M | +2.3% | +74.3% | -72.0% | +3.9% |
| 6M | -10.9% | +28.9% | -39.9% | -10.0% |
| YTD | +56.9% | +39.1% | +17.8% | +66.1% |
| 1Y | +38.0% | +49.3% | -11.3% | +50.3% |
| All | +38.0% | +50.2% | -12.1% | +50.3% |
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