+453.0%
PBR vs A
+12.3%
+440.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.8% |
| 7D | -3.7% | +0.7% | -4.4% | -3.8% |
| 30D | -29.0% | +0.8% | -29.8% | -29.1% |
| 3M | +4.9% | +16.9% | -12.0% | +3.3% |
| 6M | -8.4% | +53.8% | -62.2% | -12.6% |
| YTD | +59.4% | +28.1% | +31.3% | +55.4% |
| 1Y | +45.5% | +15.0% | +30.4% | +44.2% |
| 3Y | +67.4% | +63.1% | +4.3% | +54.0% |
| 5Y | +453.0% | +11.5% | +441.5% | +420.0% |
| All | +453.0% | +12.3% | +440.7% | +420.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 5y: compounded portfolio wealth divided by compounded A 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…
5y analysis · Full analysis span regression · 6 months rolling