+2,299.8%
PBR vs AGI
+5,263.7%
-2,963.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.6% | +2.8% |
| 7D | +4.2% | -5.4% | +9.6% | +5.3% |
| 30D | +22.7% | +6.6% | +16.1% | +21.0% |
| 3M | +21.5% | +8.2% | +13.3% | +18.6% |
| 6M | +24.0% | -29.3% | +53.3% | +29.6% |
| YTD | +88.2% | -7.4% | +95.6% | +85.9% |
| 1Y | +74.8% | +7.9% | +66.9% | +66.6% |
| 3Y | +105.1% | +206.2% | -101.1% | +56.8% |
| 5Y | +572.2% | +397.6% | +174.6% | +358.4% |
| 10Y | +692.7% | +383.4% | +309.3% | +378.9% |
| All | +2,299.8% | +5,263.7% | -2,963.8% | +893.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling