+40.4%
EXC vs PBR
+459.2%
-418.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +1.3% |
| 7D | +1.4% | -1.0% | +2.4% | +1.4% |
| 30D | +8.6% | -29.3% | +37.9% | +11.0% |
| 3M | +2.4% | +5.5% | -3.1% | +1.6% |
| 6M | +6.5% | -2.9% | +9.4% | +6.2% |
| YTD | +9.0% | +61.5% | -52.4% | +4.1% |
| 1Y | +4.6% | +46.9% | -42.3% | +0.6% |
| 3Y | +33.5% | +66.4% | -32.9% | +25.8% |
| All | +40.4% | +459.2% | -418.8% | +16.1% |
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 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