+69.6%
PBR vs FND
-36.4%
+105.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -1.7% |
| 7D | +8.6% | -5.2% | +13.8% | +8.0% |
| 30D | +12.8% | -19.9% | +32.7% | +10.2% |
| 3M | +14.7% | +2.7% | +12.0% | +14.5% |
| 6M | +25.2% | -21.7% | +46.9% | +25.0% |
| YTD | +77.1% | -17.5% | +94.7% | +75.8% |
| 1Y | +69.6% | -39.3% | +108.9% | +69.4% |
| All | +69.6% | -36.4% | +105.9% | +69.4% |
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