+112.1%
PBR vs BAH
+1,071.0%
-958.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -3.7% | -3.2% | -0.5% | -2.9% |
| 30D | -29.0% | +19.5% | -48.6% | -32.6% |
| 3M | +4.9% | +11.1% | -6.2% | +1.3% |
| 6M | -8.4% | +16.3% | -24.8% | -13.2% |
| YTD | +59.4% | +4.8% | +54.5% | +53.2% |
| 1Y | +45.5% | +4.9% | +40.6% | +39.5% |
| 3Y | +67.4% | -27.0% | +94.4% | +70.2% |
| 5Y | +453.0% | +5.7% | +447.2% | +381.5% |
| 10Y | +555.9% | +201.0% | +355.0% | +285.9% |
| All | +112.1% | +1,071.0% | -958.8% | -26.8% |
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