+1,003.0%
BE vs PBR
+530.3%
+472.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.8% | +7.5% | +7.1% |
| 7D | +9.0% | +5.4% | +3.7% | +6.5% |
| 30D | +16.3% | +22.9% | -6.6% | +5.5% |
| 3M | +10.8% | +19.6% | -8.8% | +1.3% |
| 6M | +73.2% | +16.5% | +56.7% | +58.9% |
| YTD | +217.4% | +86.7% | +130.7% | +134.9% |
| 1Y | +309.8% | +74.7% | +235.1% | +209.7% |
| 3Y | +1,726.2% | +102.6% | +1,623.6% | +1,156.1% |
| 5Y | +1,306.2% | +566.6% | +739.6% | +369.1% |
| All | +1,003.0% | +530.3% | +472.7% | +194.3% |
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