+310.0%
B vs PBR
+1,864.5%
-1,554.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -2.2% |
| 7D | +2.3% | +2.5% | -0.1% | +1.7% |
| 30D | +1.4% | +19.4% | -18.0% | -2.7% |
| 3M | +12.2% | +20.8% | -8.6% | +7.1% |
| 6M | -2.1% | +23.5% | -25.6% | -7.6% |
| YTD | +2.9% | +83.4% | -80.5% | -11.0% |
| 1Y | +55.3% | +77.6% | -22.3% | +34.9% |
| 3Y | +198.7% | +99.9% | +98.8% | +149.1% |
| 5Y | +153.8% | +567.7% | -413.9% | +53.9% |
| 10Y | +193.4% | +621.5% | -428.1% | +43.0% |
| All | +310.0% | +1,864.5% | -1,554.5% | +67.7% |
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 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