+96.2%
AGG vs PBR
+1,876.3%
-1,780.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | -0.1% |
| 7D | -1.1% | +5.4% | -6.4% | -1.1% |
| 30D | -1.1% | +22.9% | -24.0% | -1.2% |
| 3M | -1.9% | +19.6% | -21.6% | -2.0% |
| 6M | -1.7% | +16.5% | -18.2% | -1.7% |
| YTD | -1.3% | +86.7% | -88.0% | -1.4% |
| 1Y | -0.7% | +74.7% | -75.5% | -0.9% |
| 3Y | +12.5% | +102.6% | -90.1% | +12.3% |
| 5Y | -2.5% | +566.6% | -569.1% | -2.8% |
| 10Y | +14.2% | +686.1% | -671.8% | +13.6% |
| All | +96.2% | +1,876.3% | -1,780.1% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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