+2,009.9%
PBR vs BG
+1,181.2%
+828.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | +17.5% | +10.3% | +7.2% | +11.2% |
| 3M | +20.9% | -1.9% | +22.8% | +21.6% |
| 6M | +20.2% | +5.2% | +15.0% | +16.0% |
| YTD | +84.3% | +41.2% | +43.1% | +50.6% |
| 1Y | +77.1% | +50.5% | +26.6% | +37.7% |
| 3Y | +100.8% | +19.9% | +80.9% | +72.5% |
| 5Y | +556.1% | +86.7% | +469.4% | +315.3% |
| 10Y | +676.1% | +167.5% | +508.6% | +271.3% |
| All | +2,009.9% | +1,181.2% | +828.7% | +717.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling