+433.8%
MAR vs PBR
+697.0%
-263.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -0.5% | +5.4% | -5.9% | -1.8% |
| 30D | -5.4% | +22.9% | -28.3% | -10.1% |
| 3M | -15.5% | +19.6% | -35.1% | -19.5% |
| 6M | +3.0% | +16.5% | -13.5% | -1.9% |
| YTD | +8.5% | +86.7% | -78.1% | -8.5% |
| 1Y | +26.0% | +74.7% | -48.8% | +7.7% |
| 3Y | +68.6% | +102.6% | -34.0% | +35.7% |
| 5Y | +157.4% | +566.6% | -409.2% | +41.8% |
| All | +433.8% | +697.0% | -263.1% | +154.2% |
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