+728.1%
PBR vs FND
+58.4%
+669.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +4.4% |
| 7D | +2.5% | +0.4% | +2.1% | +2.3% |
| 30D | +19.4% | -23.6% | +42.9% | +25.0% |
| 3M | +20.8% | +4.3% | +16.5% | +17.9% |
| 6M | +23.5% | -20.3% | +43.8% | +26.2% |
| YTD | +83.4% | -21.3% | +104.7% | +86.7% |
| 1Y | +77.6% | -45.4% | +122.9% | +94.8% |
| 3Y | +99.9% | -48.9% | +148.7% | +113.1% |
| 5Y | +567.7% | -61.0% | +628.7% | +621.3% |
| All | +728.1% | +58.4% | +669.7% | +518.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling