+1,425.7%
PBR vs A
+649.3%
+776.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -1.0% | -0.5% | -0.6% | -0.9% |
| 30D | -29.3% | 0.0% | -29.3% | -29.5% |
| 3M | +5.5% | +16.7% | -11.2% | -1.7% |
| 6M | -2.9% | +54.8% | -57.7% | -20.8% |
| YTD | +61.5% | +28.8% | +32.7% | +40.4% |
| 1Y | +46.9% | +19.3% | +27.5% | +31.7% |
| 3Y | +66.4% | +65.5% | +0.9% | +24.0% |
| 5Y | +460.3% | +12.1% | +448.2% | +373.8% |
| 10Y | +564.6% | +305.4% | +259.3% | +217.2% |
| All | +1,425.7% | +649.3% | +776.4% | +424.2% |
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