+135.8%
PBR vs BAH
+886.2%
-750.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.5% |
| 7D | +8.6% | -3.2% | +11.8% | +9.5% |
| 30D | +12.8% | +2.0% | +10.8% | +12.0% |
| 3M | +14.7% | -7.6% | +22.3% | +16.4% |
| 6M | +25.2% | -5.7% | +30.8% | +25.7% |
| YTD | +77.1% | -11.7% | +88.9% | +79.2% |
| 1Y | +69.6% | -27.4% | +96.9% | +80.6% |
| 3Y | +95.6% | -32.5% | +128.1% | +102.2% |
| 5Y | +501.8% | -3.3% | +505.1% | +432.0% |
| 10Y | +640.6% | +186.0% | +454.6% | +337.4% |
| All | +135.8% | +886.2% | -750.4% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling