+591.6%
EXC vs PBR
+1,864.5%
-1,272.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.1% |
| 7D | +1.2% | +2.5% | -1.2% | +0.8% |
| 30D | -2.7% | +19.4% | -22.1% | -5.8% |
| 3M | -1.0% | +20.8% | -21.8% | -4.5% |
| 6M | -9.3% | +23.5% | -32.7% | -13.1% |
| YTD | +3.6% | +83.4% | -79.8% | -7.7% |
| 1Y | +5.9% | +77.6% | -71.6% | -5.3% |
| 3Y | +21.3% | +99.9% | -78.6% | +4.4% |
| 5Y | +46.2% | +567.7% | -521.5% | -2.8% |
| 10Y | +151.5% | +621.5% | -470.0% | +46.1% |
| All | +591.6% | +1,864.5% | -1,272.9% | +257.9% |
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