+361.5%
ALL vs PBR
+697.0%
-335.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -2.3% | +5.4% | -7.6% | -3.0% |
| 30D | -0.4% | +22.9% | -23.3% | -3.6% |
| 3M | +16.0% | +19.6% | -3.6% | +12.7% |
| 6M | +24.6% | +16.5% | +8.1% | +21.1% |
| YTD | +23.7% | +86.7% | -63.0% | +11.4% |
| 1Y | +27.7% | +74.7% | -47.0% | +16.1% |
| 3Y | +150.2% | +102.6% | +47.7% | +119.0% |
| 5Y | +117.1% | +566.6% | -449.5% | +49.3% |
| All | +361.5% | +697.0% | -335.4% | +183.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling