+227.5%
LOW vs PBR
+697.0%
-469.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.3% |
| 7D | -3.7% | +5.4% | -9.1% | -4.6% |
| 30D | -8.9% | +22.9% | -31.7% | -12.1% |
| 3M | -10.4% | +19.6% | -30.0% | -13.5% |
| 6M | -19.4% | +16.5% | -35.9% | -22.2% |
| YTD | -17.1% | +86.7% | -103.8% | -26.8% |
| 1Y | -26.3% | +74.7% | -101.0% | -34.3% |
| 3Y | -9.9% | +102.6% | -112.5% | -23.2% |
| 5Y | +6.1% | +566.6% | -560.5% | -32.7% |
| All | +227.5% | +697.0% | -469.4% | +79.1% |
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 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