+542.7%
PBR vs AZO
+85.8%
+456.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +5.4% | -3.6% | +8.9% | +5.8% |
| 30D | +22.9% | -5.6% | +28.4% | +23.7% |
| 3M | +19.6% | -6.6% | +26.3% | +20.3% |
| 6M | +16.5% | -22.5% | +39.0% | +20.4% |
| YTD | +86.7% | -15.2% | +101.8% | +89.7% |
| 1Y | +74.7% | -33.9% | +108.7% | +85.5% |
| 3Y | +102.6% | +11.8% | +90.8% | +92.7% |
| All | +542.7% | +85.8% | +456.9% | +441.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 5y: compounded portfolio wealth divided by compounded AZO 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…
5y analysis · Full analysis span regression · 6 months rolling