+545.8%
PBR vs AR
+58.9%
+486.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.1% | -2.9% |
| 7D | -9.1% | +2.1% | -11.2% | -9.6% |
| 30D | -29.9% | +4.5% | -34.4% | -30.8% |
| 3M | +2.3% | +1.0% | +1.3% | +1.8% |
| 6M | -10.9% | +4.4% | -15.3% | -12.3% |
| YTD | +56.9% | +10.9% | +46.0% | +51.7% |
| 1Y | +38.0% | +8.6% | +29.5% | +33.9% |
| 3Y | +64.8% | +48.5% | +16.3% | +43.9% |
| 5Y | +447.1% | +95.7% | +351.4% | +321.3% |
| 10Y | +545.8% | +55.5% | +490.3% | +353.2% |
| All | +545.8% | +58.9% | +486.9% | +353.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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