+72.9%
PBR vs BBWI
+2.4%
+70.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.1% | -11.1% | -6.6% |
| 7D | -11.0% | +8.8% | -19.8% | -10.2% |
| 30D | -18.8% | +34.8% | -53.6% | -16.6% |
| 3M | +7.8% | +12.9% | -5.1% | +8.7% |
| 6M | -7.6% | +29.6% | -37.2% | -5.3% |
| YTD | +72.7% | +20.8% | +51.9% | +75.8% |
| 1Y | +72.9% | +4.1% | +68.9% | +76.8% |
| All | +72.9% | +2.4% | +70.6% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling