+453.0%
PBR vs BUD
+50.1%
+402.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.6% |
| 7D | -3.7% | -1.6% | -2.1% | -3.4% |
| 30D | -29.0% | +6.7% | -35.7% | -30.0% |
| 3M | +4.9% | +5.9% | -1.0% | +3.4% |
| 6M | -8.4% | +5.1% | -13.5% | -9.6% |
| YTD | +59.4% | +32.9% | +26.5% | +47.9% |
| 1Y | +45.5% | +31.8% | +13.7% | +35.2% |
| 3Y | +67.4% | +47.4% | +20.0% | +49.1% |
| 5Y | +453.0% | +50.8% | +402.2% | +371.4% |
| All | +453.0% | +50.1% | +402.9% | +371.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 5y: compounded portfolio wealth divided by compounded BUD 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…
5y analysis · Full analysis span regression · 6 months rolling