+1,425.7%
PBR vs BB
-6.0%
+1,431.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.7% |
| 7D | -1.0% | +1.8% | -2.9% | -1.4% |
| 30D | -29.3% | +8.1% | -37.4% | -30.7% |
| 3M | +5.5% | -1.0% | +6.5% | +4.3% |
| 6M | -2.9% | +45.9% | -48.8% | -11.7% |
| YTD | +61.5% | +134.8% | -73.4% | +34.3% |
| 1Y | +46.9% | +104.6% | -57.7% | +24.6% |
| 3Y | +66.4% | +152.8% | -86.4% | +28.5% |
| 5Y | +460.3% | -17.4% | +477.8% | +401.0% |
| 10Y | +564.6% | +22.4% | +542.2% | +364.4% |
| All | +1,425.7% | -6.0% | +1,431.7% | +1,004.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling