+121.8%
PBR vs FN
+3,620.5%
-3,498.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.5% |
| 7D | +8.6% | -1.7% | +10.3% | +8.8% |
| 30D | +12.8% | -22.0% | +34.8% | +16.9% |
| 3M | +14.7% | -43.0% | +57.7% | +24.3% |
| 6M | +25.2% | -27.7% | +52.9% | +27.3% |
| YTD | +77.1% | -10.5% | +87.7% | +71.2% |
| 1Y | +69.6% | +12.5% | +57.1% | +54.7% |
| 3Y | +95.6% | +153.8% | -58.2% | +38.8% |
| 5Y | +501.8% | +288.0% | +213.8% | +269.5% |
| 10Y | +640.6% | +906.4% | -265.9% | +255.7% |
| All | +121.8% | +3,620.5% | -3,498.7% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling