+575.8%
PBR vs BBWI
-47.4%
+623.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +1.0% |
| 7D | -1.0% | +0.1% | -1.2% | -1.1% |
| 30D | -29.3% | +12.9% | -42.2% | -31.4% |
| 3M | +5.5% | +16.0% | -10.5% | +1.2% |
| 6M | -2.9% | +16.6% | -19.5% | -8.3% |
| YTD | +61.5% | +9.7% | +51.7% | +51.5% |
| 1Y | +46.9% | +1.5% | +45.4% | +38.5% |
| 3Y | +66.4% | -21.4% | +87.8% | +57.7% |
| 5Y | +460.3% | -67.6% | +527.9% | +538.1% |
| All | +575.8% | -47.4% | +623.2% | +288.3% |
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