+834.9%
MSCI vs PBR
+576.8%
+258.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.8% |
| 7D | -0.7% | -3.7% | +3.1% | -0.1% |
| 30D | +16.2% | -29.0% | +45.2% | +22.5% |
| 3M | +16.1% | +4.9% | +11.2% | +14.2% |
| 6M | +12.9% | -8.4% | +21.3% | +13.4% |
| YTD | +14.8% | +59.4% | -44.5% | +3.8% |
| 1Y | +13.8% | +45.5% | -31.7% | +4.5% |
| 3Y | +31.2% | +67.4% | -36.1% | +15.3% |
| 5Y | +5.6% | +453.0% | -447.4% | -30.1% |
| All | +834.9% | +576.8% | +258.1% | +437.8% |
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