+115.0%
PBR vs BAH
+1,076.0%
-961.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -1.0% | +1.7% | -2.7% | -1.5% |
| 30D | -29.3% | +20.8% | -50.1% | -33.0% |
| 3M | +5.5% | +11.6% | -6.0% | +1.8% |
| 6M | -2.9% | +23.1% | -26.0% | -9.4% |
| YTD | +61.5% | +5.3% | +56.2% | +55.0% |
| 1Y | +46.9% | +6.1% | +40.7% | +40.3% |
| 3Y | +66.4% | -27.5% | +93.9% | +69.6% |
| 5Y | +460.3% | +6.2% | +454.1% | +387.4% |
| 10Y | +564.6% | +202.2% | +362.4% | +290.6% |
| All | +115.0% | +1,076.0% | -961.0% | -25.9% |
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