+36.6%
BP vs PBR
+74.7%
-38.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -7.0% | +2.8% | -0.7% |
| 7D | -8.4% | -11.0% | +2.6% | -3.0% |
| 30D | +2.2% | -18.8% | +21.0% | +11.8% |
| 3M | +8.8% | +7.8% | +1.0% | +0.2% |
| 6M | -0.5% | -7.6% | +7.1% | -0.6% |
| YTD | +36.2% | +72.7% | -36.5% | -4.3% |
| 1Y | +36.6% | +72.9% | -36.4% | -3.4% |
| All | +36.6% | +74.7% | -38.2% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling