+1,573.8%
PBR vs BB
-18.7%
+1,592.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +8.6% | -5.6% | +14.2% | +9.6% |
| 30D | +12.8% | -11.8% | +24.6% | +14.9% |
| 3M | +14.7% | -25.5% | +40.2% | +18.7% |
| 6M | +25.2% | +121.3% | -96.1% | +6.5% |
| YTD | +77.1% | +103.2% | -26.0% | +52.6% |
| 1Y | +69.6% | +102.6% | -33.1% | +44.9% |
| 3Y | +95.6% | +37.5% | +58.1% | +68.4% |
| 5Y | +501.8% | -30.4% | +532.2% | +457.3% |
| 10Y | +640.6% | 0.0% | +640.6% | +441.8% |
| All | +1,573.8% | -18.7% | +1,592.5% | +1,155.1% |
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 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