+2,806.0%
MSCI vs PBR
+49.1%
+2,756.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.3% |
| 7D | -1.9% | -9.1% | +7.2% | +0.2% |
| 30D | +16.5% | -29.9% | +46.4% | +25.2% |
| 3M | +18.2% | +2.3% | +15.9% | +16.4% |
| 6M | +14.0% | -10.9% | +24.9% | +15.3% |
| YTD | +16.6% | +56.9% | -40.3% | +3.0% |
| 1Y | +14.8% | +38.0% | -23.2% | +4.3% |
| 3Y | +33.3% | +64.8% | -31.5% | +13.7% |
| 5Y | +9.1% | +447.1% | -438.0% | -33.3% |
| 10Y | +820.4% | +545.8% | +274.6% | +358.8% |
| All | +2,806.0% | +49.1% | +2,756.9% | +1,634.4% |
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