+1,681.1%
PBR vs FTI
+2,117.5%
-436.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +4.8% |
| 7D | +2.5% | -0.2% | +2.7% | +2.5% |
| 30D | +19.4% | +12.3% | +7.0% | +11.2% |
| 3M | +20.8% | +13.8% | +7.0% | +11.2% |
| 6M | +23.5% | +24.3% | -0.8% | +7.3% |
| YTD | +83.4% | +75.8% | +7.6% | +29.3% |
| 1Y | +77.6% | +99.6% | -22.1% | +15.3% |
| 3Y | +99.9% | +278.4% | -178.6% | -18.0% |
| 5Y | +567.7% | +1,168.7% | -601.0% | +15.4% |
| 10Y | +621.5% | +297.5% | +324.0% | +108.7% |
| All | +1,681.1% | +2,117.5% | -436.4% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling