+193.4%
BP vs PBR
+1,864.5%
-1,671.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +1.2% |
| 7D | +0.9% | +2.5% | -1.5% | +0.1% |
| 30D | +9.1% | +19.4% | -10.2% | +2.7% |
| 3M | +3.9% | +20.8% | -16.9% | -2.5% |
| 6M | +13.6% | +23.5% | -9.9% | +5.7% |
| YTD | +34.0% | +83.4% | -49.4% | +9.2% |
| 1Y | +39.2% | +77.6% | -38.4% | +14.5% |
| 3Y | +36.4% | +99.9% | -63.4% | +6.3% |
| 5Y | +135.8% | +567.7% | -431.9% | +17.6% |
| 10Y | +125.0% | +621.5% | -496.5% | -4.9% |
| All | +193.4% | +1,864.5% | -1,671.1% | -22.6% |
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