+223.1%
BMNR vs PBR
+100.3%
+122.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.3% | +4.0% |
| 7D | +0.2% | +5.4% | -5.1% | -3.4% |
| 30D | +39.9% | +22.9% | +17.0% | +19.1% |
| 3M | +51.5% | +19.6% | +31.9% | +29.4% |
| 6M | +18.9% | +16.5% | +2.4% | -3.0% |
| YTD | -7.8% | +86.7% | -94.5% | -67.7% |
| 1Y | -47.6% | +74.7% | -122.3% | -79.5% |
| All | +223.1% | +100.3% | +122.8% | -38.8% |
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