+136.0%
BAC vs PBR
+101.4%
+34.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.4% |
| 7D | -0.3% | +4.2% | -4.5% | -0.7% |
| 30D | -1.8% | +22.7% | -24.5% | -4.0% |
| 3M | +15.3% | +21.5% | -6.2% | +12.6% |
| 6M | +30.2% | +24.0% | +6.2% | +26.0% |
| YTD | +15.6% | +88.2% | -72.7% | +3.6% |
| 1Y | +27.5% | +74.8% | -47.4% | +15.7% |
| All | +136.0% | +101.4% | +34.6% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling