+83.7%
PBR vs BUD
+214.2%
-130.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.7% |
| 7D | -3.7% | -1.6% | -2.1% | -2.8% |
| 30D | -29.0% | +6.7% | -35.7% | -32.2% |
| 3M | +4.9% | +5.9% | -1.0% | +0.3% |
| 6M | -8.4% | +5.1% | -13.5% | -12.5% |
| YTD | +59.4% | +32.9% | +26.5% | +28.5% |
| 1Y | +45.5% | +31.8% | +13.7% | +17.6% |
| 3Y | +67.4% | +47.4% | +20.0% | +19.7% |
| 5Y | +453.0% | +50.8% | +402.2% | +267.5% |
| 10Y | +555.9% | -5.1% | +561.0% | +468.4% |
| All | +83.7% | +214.2% | -130.5% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling