+2,791.2%
MSCI vs PBR
+53.4%
+2,737.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | +2.7% | -1.0% | +3.7% | +2.9% |
| 30D | +17.4% | -29.3% | +46.7% | +26.0% |
| 3M | +14.8% | +5.5% | +9.3% | +12.3% |
| 6M | +16.1% | -2.9% | +19.0% | +15.2% |
| YTD | +16.0% | +61.5% | -45.5% | +1.8% |
| 1Y | +16.4% | +46.9% | -30.4% | +4.3% |
| 3Y | +35.3% | +66.4% | -31.1% | +15.3% |
| 5Y | +6.6% | +460.3% | -453.7% | -35.1% |
| 10Y | +815.7% | +564.6% | +251.0% | +353.6% |
| All | +2,791.2% | +53.4% | +2,737.8% | +1,614.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling