+662.0%
PBR vs BBWI
-55.0%
+717.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.3% | -2.2% |
| 7D | +5.4% | -4.8% | +10.2% | +6.3% |
| 30D | +22.9% | +3.5% | +19.4% | +21.4% |
| 3M | +19.6% | -0.3% | +20.0% | +18.0% |
| 6M | +16.5% | -5.4% | +21.8% | +14.6% |
| YTD | +86.7% | -4.7% | +91.4% | +81.4% |
| 1Y | +74.7% | -30.5% | +105.2% | +80.3% |
| 3Y | +102.6% | -44.3% | +146.9% | +109.0% |
| 5Y | +566.6% | -66.9% | +633.5% | +647.8% |
| All | +662.0% | -55.0% | +717.0% | +396.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling