+668.5%
PBR vs BAH
+207.1%
+461.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.8% | -2.7% | +1.2% |
| 7D | +4.2% | +2.4% | +1.8% | +3.7% |
| 30D | +22.7% | -2.9% | +25.7% | +23.4% |
| 3M | +21.5% | -1.3% | +22.9% | +21.3% |
| 6M | +24.0% | -0.9% | +24.9% | +23.2% |
| YTD | +88.2% | -8.2% | +96.5% | +88.5% |
| 1Y | +74.8% | -24.0% | +98.8% | +82.5% |
| 3Y | +105.1% | -28.1% | +133.2% | +105.5% |
| 5Y | +572.2% | +2.5% | +569.7% | +480.7% |
| All | +668.5% | +207.1% | +461.4% | +445.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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