+59.3%
PBR vs FN
-33.3%
+92.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.7% | -13.1% | -1.3% |
| 7D | -16.0% | 0.0% | -15.9% | -15.8% |
| 30D | -22.8% | -34.3% | +11.6% | -23.1% |
| 3M | +3.0% | -39.9% | +42.8% | +3.0% |
| 6M | -8.1% | -51.8% | +43.7% | -7.6% |
| YTD | +63.1% | -28.1% | +91.3% | +64.1% |
| 1Y | +59.3% | -29.1% | +88.3% | +60.6% |
| All | +59.3% | -33.3% | +92.6% | +60.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling