+662.0%
PBR vs AU
+699.0%
-36.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | +5.4% | -4.3% | +9.6% | +5.9% |
| 30D | +22.9% | +7.3% | +15.6% | +21.5% |
| 3M | +19.6% | +26.3% | -6.7% | +15.4% |
| 6M | +16.5% | +1.8% | +14.7% | +14.6% |
| YTD | +86.7% | +26.8% | +59.8% | +77.2% |
| 1Y | +74.7% | +66.7% | +8.0% | +58.5% |
| 3Y | +102.6% | +579.1% | -476.5% | +45.0% |
| 5Y | +566.6% | +689.3% | -122.7% | +353.5% |
| All | +662.0% | +699.0% | -36.9% | +402.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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