+102.6%
PBR vs BBY
+42.8%
+59.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.2% |
| 7D | +5.4% | +0.6% | +4.8% | +5.3% |
| 30D | +22.9% | +9.4% | +13.5% | +21.4% |
| 3M | +19.6% | +19.3% | +0.3% | +16.7% |
| 6M | +16.5% | +47.9% | -31.4% | +9.9% |
| YTD | +86.7% | +39.6% | +47.1% | +77.2% |
| 1Y | +74.7% | +22.2% | +52.5% | +69.5% |
| 3Y | +102.6% | +45.0% | +57.6% | +83.9% |
| All | +102.6% | +42.8% | +59.8% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling