+618.1%
PBR vs FN
+899.8%
-281.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.4% |
| 7D | +8.6% | -1.7% | +10.3% | +8.8% |
| 30D | +12.8% | -22.0% | +34.8% | +16.7% |
| 3M | +14.7% | -43.0% | +57.7% | +24.2% |
| 6M | +25.2% | -27.7% | +52.9% | +27.1% |
| YTD | +77.1% | -10.5% | +87.7% | +70.5% |
| 1Y | +69.6% | +12.5% | +57.1% | +53.5% |
| 3Y | +95.6% | +153.8% | -58.2% | +32.3% |
| 5Y | +501.8% | +288.0% | +213.8% | +234.9% |
| All | +618.1% | +899.8% | -281.7% | +187.7% |
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