+69.6%
PBR vs BBWI
-34.3%
+103.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -1.7% |
| 7D | +8.6% | +1.5% | +7.1% | +8.7% |
| 30D | +12.8% | -5.2% | +18.0% | +12.5% |
| 3M | +14.7% | +11.1% | +3.6% | +15.3% |
| 6M | +25.2% | -13.4% | +38.5% | +26.6% |
| YTD | +77.1% | +0.1% | +77.1% | +77.3% |
| 1Y | +69.6% | -36.1% | +105.7% | +86.0% |
| All | +69.6% | -34.3% | +103.9% | +86.0% |
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