+662.0%
PBR vs BR
+189.7%
+472.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +5.4% | -3.0% | +8.3% | +6.7% |
| 30D | +22.9% | -0.3% | +23.2% | +22.7% |
| 3M | +19.6% | +17.3% | +2.3% | +10.1% |
| 6M | +16.5% | -6.7% | +23.2% | +18.6% |
| YTD | +86.7% | -23.4% | +110.1% | +107.9% |
| 1Y | +74.7% | -32.7% | +107.4% | +107.6% |
| 3Y | +102.6% | -5.9% | +108.5% | +95.5% |
| 5Y | +566.6% | +8.4% | +558.1% | +472.0% |
| All | +662.0% | +189.7% | +472.3% | +293.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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