+662.0%
PBR vs AGI
+392.3%
+269.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +5.4% | -2.7% | +8.1% | +5.7% |
| 30D | +22.9% | +7.2% | +15.6% | +21.6% |
| 3M | +19.6% | +4.3% | +15.4% | +18.3% |
| 6M | +16.5% | -27.1% | +43.6% | +19.9% |
| YTD | +86.7% | -6.6% | +93.3% | +85.1% |
| 1Y | +74.7% | +9.5% | +65.2% | +68.8% |
| 3Y | +102.6% | +208.4% | -105.9% | +67.2% |
| 5Y | +566.6% | +401.6% | +164.9% | +409.4% |
| All | +662.0% | +392.3% | +269.7% | +484.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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