+202.2%
BP vs PBR
+1,629.6%
-1,427.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.4% |
| 7D | +3.8% | -1.0% | +4.8% | +4.1% |
| 30D | -5.3% | -29.3% | +24.0% | +6.0% |
| 3M | +9.3% | +5.5% | +3.7% | +6.4% |
| 6M | +7.2% | -2.9% | +10.1% | +7.5% |
| YTD | +38.0% | +61.5% | -23.4% | +16.5% |
| 1Y | +33.2% | +46.9% | -13.6% | +16.1% |
| 3Y | +50.3% | +66.4% | -16.1% | +23.8% |
| 5Y | +114.1% | +460.3% | -346.2% | +13.0% |
| 10Y | +140.7% | +564.6% | -423.9% | +4.6% |
| All | +202.2% | +1,629.6% | -1,427.5% | -17.4% |
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 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