+72.9%
PBR vs FIVE
+63.3%
+9.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.7% | -13.7% | -5.9% |
| 7D | -11.0% | +7.5% | -18.5% | -9.8% |
| 30D | -18.8% | +16.7% | -35.5% | -16.8% |
| 3M | +7.8% | +13.4% | -5.5% | +9.7% |
| 6M | -7.6% | +9.0% | -16.6% | -6.7% |
| YTD | +72.7% | +33.8% | +38.9% | +81.3% |
| 1Y | +72.9% | +61.2% | +11.8% | +87.3% |
| All | +72.9% | +63.3% | +9.7% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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