+1,264.4%
BE vs PBR
+552.2%
+712.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.8% | +7.5% | +6.9% |
| 7D | +9.0% | +5.4% | +3.7% | +7.4% |
| 30D | +16.3% | +22.9% | -6.6% | +9.2% |
| 3M | +10.8% | +19.6% | -8.8% | +4.6% |
| 6M | +73.2% | +16.5% | +56.7% | +64.0% |
| YTD | +217.4% | +86.7% | +130.7% | +161.8% |
| 1Y | +309.8% | +74.7% | +235.1% | +242.4% |
| 3Y | +1,726.2% | +102.6% | +1,623.6% | +1,350.0% |
| All | +1,264.4% | +552.2% | +712.3% | +509.7% |
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