+1,405.7%
PBR vs A
+645.2%
+760.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.5% |
| 7D | -3.7% | +0.7% | -4.4% | -4.1% |
| 30D | -29.0% | +0.8% | -29.8% | -29.5% |
| 3M | +4.9% | +16.9% | -12.0% | -2.4% |
| 6M | -8.4% | +53.8% | -62.2% | -25.1% |
| YTD | +59.4% | +28.1% | +31.3% | +38.9% |
| 1Y | +45.5% | +15.0% | +30.4% | +32.5% |
| 3Y | +67.4% | +63.1% | +4.3% | +25.5% |
| 5Y | +453.0% | +11.5% | +441.5% | +368.6% |
| 10Y | +555.9% | +303.2% | +252.8% | +213.7% |
| All | +1,405.7% | +645.2% | +760.5% | +418.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling