+61.7%
PBR vs BEN
+87.8%
-26.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -9.1% | +7.2% | -16.3% | -9.7% |
| 30D | -29.9% | +14.1% | -44.0% | -30.7% |
| 3M | +2.3% | +9.9% | -7.6% | +1.4% |
| 6M | -10.9% | +17.4% | -28.3% | -12.7% |
| YTD | +56.9% | +57.3% | -0.4% | +45.6% |
| 1Y | +38.0% | +66.9% | -28.9% | +26.3% |
| All | +61.7% | +87.8% | -26.1% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling