+1,589.6%
ALL vs PBR
+1,797.5%
-207.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.0% |
| 7D | 0.0% | +8.6% | -8.6% | -1.6% |
| 30D | -1.5% | +12.8% | -14.3% | -3.9% |
| 3M | +23.6% | +14.7% | +9.0% | +20.0% |
| 6M | +22.3% | +25.2% | -2.8% | +16.1% |
| YTD | +26.5% | +77.1% | -50.6% | +11.7% |
| 1Y | +27.0% | +69.6% | -42.6% | +12.9% |
| 3Y | +149.6% | +95.6% | +54.0% | +111.5% |
| 5Y | +118.1% | +501.8% | -383.7% | +40.3% |
| 10Y | +369.0% | +640.6% | -271.6% | +150.9% |
| All | +1,589.6% | +1,797.5% | -207.9% | +664.9% |
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