+77.6%
PBR vs FGI
+93.1%
-15.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.5% |
| 7D | +2.5% | +5.2% | -2.7% | +2.5% |
| 30D | +19.4% | +65.2% | -45.8% | +20.0% |
| 3M | +20.8% | +30.2% | -9.4% | +21.2% |
| 6M | +23.5% | +87.8% | -64.3% | +25.4% |
| YTD | +83.4% | +32.5% | +50.9% | +86.2% |
| 1Y | +77.6% | +93.6% | -16.0% | +78.7% |
| All | +77.6% | +93.1% | -15.5% | +78.7% |
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