+102.6%
PBR vs BG
+18.0%
+84.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.1% |
| 7D | +5.4% | +3.1% | +2.3% | +4.1% |
| 30D | +22.9% | +10.2% | +12.6% | +18.3% |
| 3M | +19.6% | -1.7% | +21.3% | +20.1% |
| 6M | +16.5% | +1.0% | +15.5% | +15.5% |
| YTD | +86.7% | +39.9% | +46.7% | +65.6% |
| 1Y | +74.7% | +53.2% | +21.5% | +49.0% |
| 3Y | +102.6% | +16.3% | +86.3% | +98.9% |
| All | +102.6% | +18.0% | +84.6% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling