+249.5%
B vs PBR
+1,629.6%
-1,380.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -7.3% | -1.0% | -6.3% | -7.1% |
| 30D | -3.3% | -29.3% | +26.0% | +3.5% |
| 3M | -7.8% | +5.5% | -13.3% | -9.9% |
| 6M | -15.5% | -2.9% | -12.7% | -16.4% |
| YTD | -12.3% | +61.5% | -73.7% | -22.8% |
| 1Y | +5.4% | +46.9% | -41.5% | -5.4% |
| 3Y | +165.5% | +66.4% | +99.1% | +128.3% |
| 5Y | +107.0% | +460.3% | -353.3% | +29.8% |
| 10Y | +210.6% | +564.6% | -354.0% | +52.8% |
| All | +249.5% | +1,629.6% | -1,380.2% | +45.5% |
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