+371.6%
ALL vs PBR
+585.8%
-214.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.2% |
| 7D | +5.0% | -1.0% | +6.1% | +5.2% |
| 30D | +13.3% | -29.3% | +42.6% | +18.9% |
| 3M | +3.2% | +5.5% | -2.3% | +1.6% |
| 6M | +25.3% | -2.9% | +28.2% | +24.8% |
| YTD | +30.5% | +61.5% | -31.0% | +19.1% |
| 1Y | +29.2% | +46.9% | -17.7% | +19.8% |
| 3Y | +119.1% | +66.4% | +52.7% | +96.0% |
| 5Y | +162.6% | +460.3% | -297.7% | +83.0% |
| All | +371.6% | +585.8% | -214.1% | +191.4% |
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