+67.7%
PBR vs BIYA
-99.8%
+167.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.8% |
| 7D | +5.4% | -1.8% | +7.1% | +5.4% |
| 30D | +22.9% | -17.5% | +40.3% | +22.9% |
| 3M | +19.6% | -78.0% | +97.7% | +20.4% |
| 6M | +16.5% | -89.5% | +106.0% | +16.8% |
| YTD | +86.7% | -94.3% | +180.9% | +87.2% |
| 1Y | +74.7% | -98.6% | +173.3% | +79.2% |
| All | +67.7% | -99.8% | +167.5% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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