+662.0%
PBR vs BG
+166.7%
+495.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.1% |
| 7D | +5.4% | +3.1% | +2.3% | +3.7% |
| 30D | +22.9% | +10.2% | +12.6% | +16.7% |
| 3M | +19.6% | -1.7% | +21.3% | +20.2% |
| 6M | +16.5% | +1.0% | +15.5% | +15.1% |
| YTD | +86.7% | +39.9% | +46.7% | +55.4% |
| 1Y | +74.7% | +53.2% | +21.5% | +36.9% |
| 3Y | +102.6% | +16.3% | +86.3% | +79.8% |
| 5Y | +566.6% | +83.9% | +482.7% | +326.0% |
| All | +662.0% | +166.7% | +495.4% | +232.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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