+620.5%
MSCI vs PBR
+686.8%
-66.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | -1.2% | +17.5% | -18.7% | -4.0% |
| 3M | -8.4% | +20.9% | -29.3% | -11.7% |
| 6M | -1.0% | +20.2% | -21.3% | -4.9% |
| YTD | -2.3% | +84.3% | -86.5% | -13.2% |
| 1Y | -1.2% | +77.1% | -78.3% | -11.8% |
| 3Y | +7.9% | +100.8% | -92.9% | -7.6% |
| 5Y | -10.1% | +556.1% | -566.2% | -42.0% |
| All | +620.5% | +686.8% | -66.3% | +297.7% |
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