+158.8%
B vs PBR
+566.8%
-408.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | +1.0% | +0.3% | +0.7% | +1.0% |
| 30D | +9.5% | +17.5% | -8.0% | +7.4% |
| 3M | +14.3% | +20.9% | -6.6% | +11.5% |
| 6M | -1.9% | +20.2% | -22.1% | -4.8% |
| YTD | +4.1% | +84.3% | -80.2% | -4.8% |
| 1Y | +56.1% | +77.1% | -21.0% | +43.3% |
| 3Y | +202.0% | +100.8% | +101.2% | +171.7% |
| 5Y | +158.8% | +556.1% | -397.3% | +109.4% |
| All | +158.8% | +566.8% | -408.0% | +109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling