+447.8%
BA vs PBR
+1,580.6%
-1,132.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.3% |
| 7D | -1.4% | -9.1% | +7.7% | +0.9% |
| 30D | -7.9% | -29.9% | +22.0% | -0.2% |
| 3M | -25.2% | +2.3% | -27.5% | -26.4% |
| 6M | -26.7% | -10.9% | -15.8% | -25.9% |
| YTD | -19.6% | +56.9% | -76.5% | -30.1% |
| 1Y | -10.6% | +38.0% | -48.6% | -19.8% |
| 3Y | -11.2% | +64.8% | -76.0% | -25.2% |
| 5Y | -20.4% | +447.1% | -467.5% | -52.7% |
| 10Y | +26.8% | +545.8% | -519.0% | -33.2% |
| All | +447.8% | +1,580.6% | -1,132.8% | +101.2% |
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