+572.2%
PBR vs FTI
+1,109.5%
-537.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.0% | +3.3% |
| 7D | +4.2% | -5.6% | +9.9% | +6.6% |
| 30D | +22.7% | +0.4% | +22.3% | +22.4% |
| 3M | +21.5% | +8.1% | +13.4% | +17.3% |
| 6M | +24.0% | +16.7% | +7.3% | +15.9% |
| YTD | +88.2% | +70.0% | +18.3% | +51.1% |
| 1Y | +74.8% | +85.4% | -10.6% | +35.1% |
| 3Y | +105.1% | +265.9% | -160.8% | +15.4% |
| 5Y | +572.2% | +1,072.7% | -500.5% | +113.4% |
| All | +572.2% | +1,109.5% | -537.3% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling