+662.0%
PBR vs AME
+445.1%
+217.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -3.1% |
| 7D | +5.4% | +1.7% | +3.6% | +4.0% |
| 30D | +22.9% | -6.4% | +29.3% | +28.1% |
| 3M | +19.6% | +7.1% | +12.6% | +12.4% |
| 6M | +16.5% | +8.2% | +8.3% | +7.0% |
| YTD | +86.7% | +18.2% | +68.5% | +59.7% |
| 1Y | +74.7% | +26.7% | +48.0% | +40.3% |
| 3Y | +102.6% | +60.7% | +41.9% | +27.1% |
| 5Y | +566.6% | +91.6% | +475.0% | +235.7% |
| All | +662.0% | +445.1% | +217.0% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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