+199.9%
B vs PBR
+703.7%
-503.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.8% |
| 7D | -5.0% | +4.2% | -9.3% | -5.4% |
| 30D | +8.7% | +22.7% | -14.0% | +6.4% |
| 3M | +17.3% | +21.5% | -4.2% | +14.7% |
| 6M | -5.0% | +24.0% | -29.0% | -7.7% |
| YTD | +1.4% | +88.2% | -86.8% | -5.7% |
| 1Y | +50.5% | +74.8% | -24.3% | +40.9% |
| 3Y | +194.4% | +105.1% | +89.2% | +169.7% |
| 5Y | +156.7% | +572.2% | -415.6% | +106.7% |
| All | +199.9% | +703.7% | -503.8% | +100.7% |
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