+61.6%
PBR vs BEN
+49.4%
+12.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -5.4% |
| 7D | -14.2% | -0.4% | -13.8% | -14.0% |
| 30D | -21.0% | -0.7% | -20.3% | -20.8% |
| 3M | +5.4% | -6.8% | +12.2% | +4.1% |
| 6M | -10.4% | +7.9% | -18.3% | -8.2% |
| YTD | +65.5% | +39.6% | +25.9% | +83.3% |
| 1Y | +61.6% | +48.5% | +13.1% | +82.8% |
| All | +61.6% | +49.4% | +12.1% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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