+73.1%
BAC vs PBR
+566.8%
-493.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.4% |
| 7D | +0.6% | +0.3% | +0.3% | +0.6% |
| 30D | -1.4% | +17.5% | -18.9% | -3.9% |
| 3M | +15.7% | +20.9% | -5.1% | +12.1% |
| 6M | +32.2% | +20.2% | +11.9% | +27.5% |
| YTD | +15.8% | +84.3% | -68.5% | +3.1% |
| 1Y | +27.3% | +77.1% | -49.8% | +13.8% |
| 3Y | +137.5% | +100.8% | +36.6% | +104.1% |
| 5Y | +73.1% | +556.1% | -483.1% | +8.9% |
| All | +73.1% | +566.8% | -493.8% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling