+74.7%
PBR vs BAH
-24.0%
+98.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +5.4% | +4.3% | +1.1% | +5.2% |
| 30D | +22.9% | -2.5% | +25.3% | +22.9% |
| 3M | +19.6% | -0.9% | +20.6% | +19.9% |
| 6M | +16.5% | +1.5% | +15.0% | +16.6% |
| YTD | +86.7% | -8.0% | +94.6% | +86.1% |
| 1Y | +74.7% | -24.7% | +99.5% | +75.3% |
| All | +74.7% | -24.0% | +98.8% | +75.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling