+392.9%
BAC vs PBR
+697.0%
-304.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | 0.0% | +5.4% | -5.4% | -1.4% |
| 30D | -2.8% | +22.9% | -25.6% | -8.3% |
| 3M | +14.2% | +19.6% | -5.4% | +8.2% |
| 6M | +30.5% | +16.5% | +14.1% | +23.8% |
| YTD | +15.8% | +86.7% | -70.8% | -4.5% |
| 1Y | +26.2% | +74.7% | -48.6% | +5.6% |
| 3Y | +136.5% | +102.6% | +34.0% | +85.0% |
| 5Y | +75.9% | +566.6% | -490.6% | -10.8% |
| All | +392.9% | +697.0% | -304.1% | +108.2% |
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