+1,663.6%
PBR vs AZO
+12,476.0%
-10,812.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +5.4% | -3.6% | +8.9% | +6.8% |
| 30D | +22.9% | -5.6% | +28.4% | +25.4% |
| 3M | +19.6% | -6.6% | +26.3% | +21.7% |
| 6M | +16.5% | -22.5% | +39.0% | +26.7% |
| YTD | +86.7% | -15.2% | +101.8% | +94.9% |
| 1Y | +74.7% | -33.9% | +108.7% | +101.0% |
| 3Y | +102.6% | +11.8% | +90.8% | +83.5% |
| 5Y | +566.6% | +85.5% | +481.1% | +370.9% |
| 10Y | +686.1% | +298.2% | +387.9% | +286.5% |
| All | +1,663.6% | +12,476.0% | -10,812.3% | +201.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling