+572.2%
PBR vs FND
-62.8%
+635.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.6% | +2.2% |
| 7D | +4.2% | -5.1% | +9.3% | +4.4% |
| 30D | +22.7% | -22.5% | +45.3% | +23.8% |
| 3M | +21.5% | -5.0% | +26.5% | +21.0% |
| 6M | +24.0% | -21.5% | +45.5% | +24.8% |
| YTD | +88.2% | -23.0% | +111.3% | +89.2% |
| 1Y | +74.8% | -44.9% | +119.7% | +80.2% |
| 3Y | +105.1% | -50.0% | +155.1% | +110.2% |
| 5Y | +572.2% | -63.3% | +635.6% | +616.3% |
| All | +572.2% | -62.8% | +635.1% | +616.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling