+742.8%
PBR vs FND
+56.5%
+686.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | +5.4% | -5.8% | +11.1% | +6.5% |
| 30D | +22.9% | -20.2% | +43.1% | +27.7% |
| 3M | +19.6% | -12.0% | +31.6% | +21.0% |
| 6M | +16.5% | -18.5% | +35.0% | +18.5% |
| YTD | +86.7% | -22.3% | +108.9% | +90.4% |
| 1Y | +74.7% | -47.6% | +122.4% | +93.5% |
| 3Y | +102.6% | -49.8% | +152.3% | +116.8% |
| 5Y | +566.6% | -63.0% | +629.6% | +631.1% |
| All | +742.8% | +56.5% | +686.3% | +530.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling