+100.0%
PBR vs BN
+71.3%
+28.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.8% |
| 7D | +0.3% | -3.0% | +3.3% | +0.8% |
| 30D | +17.5% | -13.0% | +30.5% | +20.5% |
| 3M | +20.9% | -15.2% | +36.1% | +24.5% |
| 6M | +20.2% | -5.9% | +26.2% | +20.1% |
| YTD | +84.3% | -15.8% | +100.1% | +88.4% |
| 1Y | +77.1% | -12.2% | +89.3% | +77.9% |
| All | +100.0% | +71.3% | +28.7% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling