+72.9%
PBR vs FND
-10.3%
+83.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +10.9% | -17.9% | -4.9% |
| 7D | -11.0% | +12.3% | -23.3% | -8.7% |
| 30D | -18.8% | +14.7% | -33.5% | -16.4% |
| 3M | +7.8% | -12.0% | +19.8% | +6.9% |
| 6M | -7.6% | +10.8% | -18.3% | -5.8% |
| YTD | +72.7% | -12.3% | +84.9% | +72.7% |
| 1Y | +72.9% | -13.4% | +86.3% | +73.8% |
| All | +72.9% | -10.3% | +83.2% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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