+291.8%
PBR vs BR
+1,281.7%
-989.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +0.3% | -5.0% | +5.3% | +3.6% |
| 30D | +17.5% | -2.5% | +20.0% | +19.0% |
| 3M | +20.9% | +13.5% | +7.4% | +9.2% |
| 6M | +20.2% | -9.4% | +29.7% | +24.8% |
| YTD | +84.3% | -23.3% | +107.6% | +111.1% |
| 1Y | +77.1% | -31.6% | +108.7% | +118.6% |
| 3Y | +100.8% | -5.1% | +105.9% | +89.7% |
| 5Y | +556.1% | +8.2% | +547.9% | +430.6% |
| 10Y | +676.1% | +189.8% | +486.2% | +176.1% |
| All | +291.8% | +1,281.7% | -989.9% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling