+363.0%
NDAQ vs PBR
+697.0%
-333.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.5% |
| 7D | -5.6% | +5.4% | -10.9% | -6.2% |
| 30D | -4.4% | +22.9% | -27.2% | -6.8% |
| 3M | +5.9% | +19.6% | -13.8% | +3.4% |
| 6M | +7.7% | +16.5% | -8.7% | +5.3% |
| YTD | -5.2% | +86.7% | -91.8% | -12.9% |
| 1Y | -3.4% | +74.7% | -78.1% | -10.6% |
| 3Y | +85.6% | +102.6% | -17.0% | +66.4% |
| 5Y | +49.5% | +566.6% | -517.1% | +9.9% |
| All | +363.0% | +697.0% | -333.9% | +204.1% |
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