+662.0%
PBR vs BBY
+252.7%
+409.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.7% |
| 7D | +5.4% | +0.6% | +4.8% | +5.2% |
| 30D | +22.9% | +9.4% | +13.5% | +19.4% |
| 3M | +19.6% | +19.3% | +0.3% | +13.0% |
| 6M | +16.5% | +47.9% | -31.4% | +2.2% |
| YTD | +86.7% | +39.6% | +47.1% | +65.6% |
| 1Y | +74.7% | +22.2% | +52.5% | +60.6% |
| 3Y | +102.6% | +45.0% | +57.6% | +67.8% |
| 5Y | +566.6% | +2.6% | +564.0% | +491.3% |
| All | +662.0% | +252.7% | +409.3% | +429.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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