+66.3%
MA vs PBR
+566.8%
-500.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -3.5% | +0.3% | -3.8% | -3.5% |
| 30D | +0.8% | +17.5% | -16.8% | -0.6% |
| 3M | +14.8% | +20.9% | -6.1% | +12.8% |
| 6M | +10.0% | +20.2% | -10.3% | +8.0% |
| YTD | -0.1% | +84.3% | -84.4% | -6.2% |
| 1Y | -2.2% | +77.1% | -79.3% | -8.0% |
| 3Y | +39.3% | +100.8% | -61.5% | +27.8% |
| 5Y | +66.3% | +556.1% | -489.8% | +19.9% |
| All | +66.3% | +566.8% | -500.5% | +19.9% |
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 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