+67.3%
F vs PBR
+585.8%
-518.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | -3.1% | -1.0% | -2.1% | -2.9% |
| 30D | 0.0% | -29.3% | +29.3% | +8.2% |
| 3M | -13.2% | +5.5% | -18.7% | -15.5% |
| 6M | -10.2% | -2.9% | -7.3% | -11.1% |
| YTD | -4.9% | +61.5% | -66.4% | -19.0% |
| 1Y | -6.1% | +46.9% | -52.9% | -17.9% |
| 3Y | +46.0% | +66.4% | -20.5% | +21.1% |
| 5Y | -15.7% | +460.3% | -476.0% | -52.8% |
| All | +67.3% | +585.8% | -518.5% | -20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling