+40.3%
BP vs PBR
+99.7%
-59.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.5% |
| 7D | +5.2% | +5.4% | -0.1% | +2.6% |
| 30D | +8.7% | +22.9% | -14.2% | -1.9% |
| 3M | +9.3% | +19.6% | -10.3% | 0.0% |
| 6M | +13.6% | +16.5% | -2.9% | +5.1% |
| YTD | +37.7% | +86.7% | -49.0% | +2.9% |
| 1Y | +40.6% | +74.7% | -34.1% | +8.0% |
| 3Y | +40.3% | +102.6% | -62.2% | -3.7% |
| All | +40.3% | +99.7% | -59.4% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling