+47.2%
PBR vs FN
-20.4%
+67.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.9% | -12.8% | -0.8% |
| 7D | -13.3% | +16.3% | -29.6% | -12.9% |
| 30D | -27.5% | -24.7% | -2.7% | -27.6% |
| 3M | +5.2% | -34.9% | +40.1% | +5.5% |
| 6M | -6.4% | -41.1% | +34.7% | -5.8% |
| YTD | +61.6% | -19.6% | +81.2% | +62.1% |
| All | +47.2% | -20.4% | +67.6% | +47.5% |
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