+91.5%
PBR vs FN
+158.4%
-66.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.0% |
| 7D | +8.6% | -1.7% | +10.3% | +8.6% |
| 30D | +12.8% | -22.0% | +34.8% | +13.7% |
| 3M | +14.7% | -43.0% | +57.7% | +16.9% |
| 6M | +25.2% | -27.7% | +52.9% | +25.6% |
| YTD | +77.1% | -10.5% | +87.7% | +75.5% |
| 1Y | +69.6% | +12.5% | +57.1% | +65.1% |
| All | +91.5% | +158.4% | -66.9% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling