+72.9%
PBR vs FTI
+57.1%
+15.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.4% | -3.6% | -5.4% |
| 7D | -11.0% | -9.7% | -1.3% | -6.9% |
| 30D | -18.8% | -8.2% | -10.6% | -15.8% |
| 3M | +7.8% | -7.8% | +15.7% | +11.0% |
| 6M | -7.6% | -13.4% | +5.8% | -2.2% |
| YTD | +72.7% | +45.1% | +27.6% | +44.9% |
| 1Y | +72.9% | +54.6% | +18.4% | +40.4% |
| All | +72.9% | +57.1% | +15.8% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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