+46.9%
PBR vs BAH
+5.1%
+41.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -1.0% | +1.7% | -2.7% | -1.0% |
| 30D | -29.3% | +20.8% | -50.1% | -29.4% |
| 3M | +5.5% | +11.6% | -6.0% | +5.5% |
| 6M | -2.9% | +23.1% | -26.0% | -2.8% |
| YTD | +61.5% | +5.3% | +56.2% | +59.8% |
| 1Y | +46.9% | +6.1% | +40.7% | +46.7% |
| All | +46.9% | +5.1% | +41.8% | +46.7% |
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