+1,632.9%
PBR vs BN
+8,780.9%
-7,148.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +5.4% |
| 7D | +2.5% | -1.2% | +3.6% | +3.2% |
| 30D | +19.4% | -10.9% | +30.3% | +28.8% |
| 3M | +20.8% | -11.1% | +31.9% | +29.6% |
| 6M | +23.5% | -4.4% | +27.8% | +23.2% |
| YTD | +83.4% | -14.1% | +97.5% | +94.8% |
| 1Y | +77.6% | -11.1% | +88.6% | +81.7% |
| 3Y | +99.9% | +75.6% | +24.3% | +12.6% |
| 5Y | +567.7% | +35.8% | +531.9% | +321.4% |
| 10Y | +621.5% | +261.6% | +359.9% | +121.7% |
| All | +1,632.9% | +8,780.9% | -7,148.0% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling