+85.2%
F vs PBR
+703.7%
-618.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.7% |
| 7D | -3.7% | +4.2% | -7.9% | -4.7% |
| 30D | -0.7% | +22.7% | -23.5% | -5.8% |
| 3M | -1.9% | +21.5% | -23.4% | -6.9% |
| 6M | +16.1% | +24.0% | -7.9% | +8.3% |
| YTD | +9.5% | +88.2% | -78.8% | -8.9% |
| 1Y | +27.2% | +74.8% | -47.6% | +7.6% |
| 3Y | +36.3% | +105.1% | -68.9% | +8.6% |
| 5Y | +49.3% | +572.2% | -523.0% | -18.6% |
| All | +85.2% | +703.7% | -618.5% | -14.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling