+575.8%
PBR vs BN
+290.8%
+284.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.3% |
| 7D | -1.0% | -1.0% | 0.0% | -0.6% |
| 30D | -29.3% | +14.0% | -43.3% | -35.4% |
| 3M | +5.5% | -9.0% | +14.5% | +10.1% |
| 6M | -2.9% | -8.8% | +5.9% | +0.1% |
| YTD | +61.5% | -10.3% | +71.7% | +63.9% |
| 1Y | +46.9% | -5.8% | +52.7% | +43.8% |
| 3Y | +66.4% | +94.8% | -28.3% | -12.3% |
| 5Y | +460.3% | +31.5% | +428.8% | +278.4% |
| All | +575.8% | +290.8% | +284.9% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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