+100.0%
PBR vs BAH
-31.4%
+131.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +0.3% | -1.3% | +1.7% | +0.4% |
| 30D | +17.5% | -6.6% | +24.1% | +17.9% |
| 3M | +20.9% | -7.2% | +28.0% | +21.4% |
| 6M | +20.2% | -10.0% | +30.2% | +20.8% |
| YTD | +84.3% | -12.5% | +96.7% | +84.8% |
| 1Y | +77.1% | -27.9% | +105.0% | +79.9% |
| All | +100.0% | -31.4% | +131.4% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling