+76.2%
PBR vs BBWI
-35.5%
+111.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.6% | +2.0% |
| 7D | +4.2% | -8.0% | +12.3% | +3.6% |
| 30D | +22.7% | -6.6% | +29.4% | +22.2% |
| 3M | +21.5% | -2.7% | +24.2% | +21.1% |
| 6M | +24.0% | -12.8% | +36.8% | +24.1% |
| YTD | +88.2% | -10.5% | +98.7% | +86.8% |
| All | +76.2% | -35.5% | +111.7% | +84.7% |
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