+437.5%
BNY vs PBR
+1,899.4%
-1,461.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.3% |
| 7D | -1.3% | +5.4% | -6.7% | -2.8% |
| 30D | -0.2% | +22.9% | -23.0% | -5.9% |
| 3M | +14.9% | +19.6% | -4.7% | +8.8% |
| 6M | +40.0% | +16.5% | +23.5% | +32.7% |
| YTD | +42.0% | +86.7% | -44.7% | +17.6% |
| 1Y | +56.9% | +74.7% | -17.9% | +31.9% |
| 3Y | +289.9% | +102.6% | +187.3% | +207.5% |
| 5Y | +259.2% | +566.6% | -307.4% | +89.9% |
| 10Y | +413.3% | +686.1% | -272.8% | +116.1% |
| All | +437.5% | +1,899.4% | -1,461.8% | +55.9% |
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