+104.3%
PBR vs BB
+62.2%
+42.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.3% |
| 7D | +4.2% | -2.1% | +6.3% | +4.4% |
| 30D | +22.7% | -16.0% | +38.8% | +23.8% |
| 3M | +21.5% | -14.5% | +36.0% | +21.8% |
| 6M | +24.0% | +118.6% | -94.6% | +16.2% |
| YTD | +88.2% | +98.9% | -10.7% | +77.3% |
| 1Y | +74.8% | +99.5% | -24.7% | +63.9% |
| All | +104.3% | +62.2% | +42.1% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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