+416.6%
PBR vs FWONK
+276.9%
+139.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | +22.9% | -7.7% | +30.6% | +27.1% |
| 3M | +19.6% | +5.7% | +13.9% | +15.7% |
| 6M | +16.5% | +13.5% | +3.0% | +8.3% |
| YTD | +86.7% | -3.0% | +89.6% | +85.7% |
| 1Y | +74.7% | -6.4% | +81.1% | +76.2% |
| 3Y | +102.6% | +43.8% | +58.7% | +59.1% |
| 5Y | +566.6% | +98.6% | +468.0% | +323.0% |
| 10Y | +686.1% | +340.0% | +346.1% | +201.2% |
| All | +416.6% | +276.9% | +139.7% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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