+441.0%
BA vs PBR
+1,630.6%
-1,189.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -1.7% | -13.3% | +11.6% | +1.6% |
| 30D | -9.5% | -27.5% | +18.0% | -2.7% |
| 3M | -26.5% | +5.2% | -31.6% | -28.1% |
| 6M | -27.4% | -6.4% | -21.0% | -27.4% |
| YTD | -20.6% | +61.6% | -82.2% | -31.4% |
| 1Y | -11.4% | +48.9% | -60.3% | -22.0% |
| 3Y | -10.8% | +70.0% | -80.9% | -25.4% |
| 5Y | -21.9% | +469.0% | -490.9% | -54.0% |
| 10Y | +28.1% | +471.6% | -443.5% | -31.0% |
| All | +441.0% | +1,630.6% | -1,189.6% | +97.4% |
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 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