+217.6%
BAC vs PBR
+585.8%
-368.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | +3.2% | -1.0% | +4.3% | +3.5% |
| 30D | -0.7% | -29.3% | +28.6% | +8.3% |
| 3M | -20.0% | +5.5% | -25.5% | -22.2% |
| 6M | +3.4% | -2.9% | +6.3% | +2.4% |
| YTD | -5.7% | +61.5% | -67.2% | -20.4% |
| 1Y | -1.4% | +46.9% | -48.3% | -14.5% |
| 3Y | +97.9% | +66.4% | +31.5% | +61.2% |
| 5Y | +22.9% | +460.3% | -437.4% | -36.0% |
| All | +217.6% | +585.8% | -368.2% | +36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling