+43.0%
EXC vs PBR
+552.2%
-509.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -1.1% | +5.4% | -6.5% | -1.5% |
| 30D | -3.6% | +22.9% | -26.5% | -5.1% |
| 3M | -4.3% | +19.6% | -23.9% | -5.6% |
| 6M | -9.9% | +16.5% | -26.4% | -11.1% |
| YTD | +1.8% | +86.7% | -84.9% | -3.3% |
| 1Y | +2.9% | +74.7% | -71.9% | -1.9% |
| 3Y | +19.1% | +102.6% | -83.5% | +11.2% |
| All | +43.0% | +552.2% | -509.2% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling