+101.6%
PBR vs FN
+3,082.8%
-2,981.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | +0.4% |
| 7D | -13.3% | -4.1% | -9.2% | -13.0% |
| 30D | -27.7% | -28.3% | +0.6% | -24.4% |
| 3M | +2.7% | -33.9% | +36.5% | +7.8% |
| 6M | -6.7% | -43.9% | +37.2% | -1.0% |
| YTD | +60.9% | -23.4% | +84.4% | +57.1% |
| 1Y | +46.6% | -25.4% | +72.0% | +42.8% |
| 3Y | +69.1% | +107.9% | -38.8% | +23.0% |
| 5Y | +469.6% | +195.1% | +274.5% | +265.1% |
| 10Y | +523.4% | +794.1% | -270.7% | +200.5% |
| All | +101.6% | +3,082.8% | -2,981.3% | -22.1% |
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