+471.6%
PBR vs FN
+837.6%
-366.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.9% | -12.8% | -2.8% |
| 7D | -13.3% | +16.3% | -29.6% | -15.7% |
| 30D | -27.5% | -24.7% | -2.7% | -24.9% |
| 3M | +5.2% | -34.9% | +40.1% | +10.5% |
| 6M | -6.4% | -41.1% | +34.7% | -1.6% |
| YTD | +61.6% | -19.6% | +81.2% | +56.1% |
| 1Y | +48.9% | -18.5% | +67.4% | +42.4% |
| 3Y | +70.0% | +119.1% | -49.1% | +18.3% |
| 5Y | +469.0% | +206.9% | +262.0% | +238.0% |
| 10Y | +471.6% | +826.4% | -354.8% | +144.3% |
| All | +471.6% | +837.6% | -366.0% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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