+355.3%
BAC vs PBR
+1,797.5%
-1,442.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.5% |
| 7D | +1.1% | +8.6% | -7.5% | -1.7% |
| 30D | -0.4% | +12.8% | -13.2% | -4.4% |
| 3M | +16.9% | +14.7% | +2.2% | +11.1% |
| 6M | +26.6% | +25.2% | +1.4% | +15.9% |
| YTD | +15.8% | +77.1% | -61.4% | -5.8% |
| 1Y | +27.2% | +69.6% | -42.4% | +4.4% |
| 3Y | +132.4% | +95.6% | +36.8% | +77.1% |
| 5Y | +72.6% | +501.8% | -429.2% | -15.7% |
| 10Y | +389.7% | +640.6% | -250.8% | +85.5% |
| All | +355.3% | +1,797.5% | -1,442.2% | +55.0% |
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