+134.1%
BP vs PBR
+697.0%
-562.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.4% |
| 7D | +5.2% | +5.4% | -0.1% | +3.1% |
| 30D | +8.7% | +22.9% | -14.2% | +0.3% |
| 3M | +9.3% | +19.6% | -10.3% | +2.0% |
| 6M | +13.6% | +16.5% | -2.9% | +6.9% |
| YTD | +37.7% | +86.7% | -49.0% | +8.2% |
| 1Y | +40.6% | +74.7% | -34.1% | +13.2% |
| 3Y | +40.3% | +102.6% | -62.2% | +4.9% |
| 5Y | +141.4% | +566.6% | -425.2% | +8.1% |
| All | +134.1% | +697.0% | -562.8% | -15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling