+488.6%
PBR vs FN
+170.4%
+318.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.7% | -13.1% | -2.0% |
| 7D | -16.0% | 0.0% | -15.9% | -16.0% |
| 30D | -22.8% | -34.3% | +11.6% | -21.3% |
| 3M | +3.0% | -39.9% | +42.8% | +5.3% |
| 6M | -8.1% | -51.8% | +43.7% | -5.1% |
| YTD | +63.1% | -28.1% | +91.3% | +62.1% |
| 1Y | +59.3% | -29.1% | +88.3% | +58.0% |
| 3Y | +66.1% | +102.4% | -36.3% | +43.5% |
| All | +488.6% | +170.4% | +318.2% | +369.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling