+74.7%
BND vs PBR
+269.0%
-194.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.6% |
| 7D | -0.9% | +4.2% | -5.2% | -0.9% |
| 30D | -1.0% | +22.7% | -23.7% | -1.0% |
| 3M | -1.2% | +21.5% | -22.8% | -1.2% |
| 6M | -2.0% | +24.0% | -26.0% | -2.0% |
| YTD | -1.2% | +88.2% | -89.4% | -1.2% |
| 1Y | -0.5% | +74.8% | -75.3% | -0.5% |
| 3Y | +12.4% | +105.1% | -92.7% | +12.4% |
| 5Y | -2.5% | +572.2% | -574.7% | -2.5% |
| 10Y | +15.0% | +692.7% | -677.8% | +14.9% |
| All | +74.7% | +269.0% | -194.3% | +73.6% |
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