+453.0%
PBR vs BEN
+29.7%
+423.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | -3.7% | +11.3% | -15.1% | -5.4% |
| 30D | -29.0% | +15.0% | -44.0% | -30.7% |
| 3M | +4.9% | +7.8% | -2.9% | +3.4% |
| 6M | -8.4% | +15.5% | -23.9% | -11.1% |
| YTD | +59.4% | +55.4% | +4.0% | +44.7% |
| 1Y | +45.5% | +63.3% | -17.8% | +30.5% |
| 3Y | +67.4% | +83.4% | -16.0% | +42.0% |
| 5Y | +453.0% | +28.1% | +424.9% | +456.1% |
| All | +453.0% | +29.7% | +423.3% | +456.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling