+662.0%
PBR vs AIG
+66.2%
+595.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.1% |
| 7D | +5.4% | -1.2% | +6.5% | +6.0% |
| 30D | +22.9% | -1.1% | +23.9% | +23.4% |
| 3M | +19.6% | +0.7% | +19.0% | +18.4% |
| 6M | +16.5% | -2.2% | +18.6% | +16.6% |
| YTD | +86.7% | -10.8% | +97.5% | +96.2% |
| 1Y | +74.7% | -2.0% | +76.7% | +71.9% |
| 3Y | +102.6% | +34.8% | +67.7% | +57.4% |
| 5Y | +566.6% | +55.0% | +511.5% | +346.6% |
| All | +662.0% | +66.2% | +595.9% | +263.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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