+100.0%
PBR vs BBWI
-47.8%
+147.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.3% | +6.8% | +0.8% |
| 7D | +0.3% | -4.4% | +4.8% | +0.5% |
| 30D | +17.5% | -7.4% | +24.9% | +17.9% |
| 3M | +20.9% | -2.2% | +23.1% | +20.3% |
| 6M | +20.2% | -16.3% | +36.6% | +21.1% |
| YTD | +84.3% | -9.1% | +93.4% | +82.6% |
| 1Y | +77.1% | -34.5% | +111.6% | +82.8% |
| All | +100.0% | -47.8% | +147.8% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling