+662.0%
PBR vs FTI
+305.3%
+356.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.3% |
| 7D | +5.4% | -4.4% | +9.8% | +7.6% |
| 30D | +22.9% | +1.5% | +21.4% | +21.8% |
| 3M | +19.6% | +8.2% | +11.4% | +14.3% |
| 6M | +16.5% | +18.8% | -2.3% | +5.8% |
| YTD | +86.7% | +71.7% | +15.0% | +40.4% |
| 1Y | +74.7% | +90.0% | -15.3% | +24.2% |
| 3Y | +102.6% | +270.5% | -167.9% | -3.6% |
| 5Y | +566.6% | +1,084.5% | -518.0% | +54.5% |
| All | +662.0% | +305.3% | +356.8% | +119.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling