+235.2%
PBR vs BOXX
+18.5%
+216.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.7% |
| 7D | +5.4% | +0.1% | +5.3% | +5.5% |
| 30D | +22.9% | +0.3% | +22.6% | +23.9% |
| 3M | +19.6% | +1.0% | +18.6% | +23.0% |
| 6M | +16.5% | +1.9% | +14.5% | +24.2% |
| YTD | +86.7% | +2.7% | +84.0% | +106.0% |
| 1Y | +74.7% | +4.0% | +70.7% | +104.7% |
| 3Y | +102.6% | +14.7% | +87.9% | +437.3% |
| All | +235.2% | +18.5% | +216.7% | +1,094.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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