+662.0%
PBR vs EXEL
+375.2%
+286.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | -0.5% |
| 7D | +5.4% | -4.9% | +10.3% | +6.1% |
| 30D | +22.9% | +11.4% | +11.5% | +21.0% |
| 3M | +19.6% | +4.9% | +14.7% | +18.5% |
| 6M | +16.5% | +34.4% | -17.9% | +10.8% |
| YTD | +86.7% | +28.0% | +58.6% | +78.5% |
| 1Y | +74.7% | +43.6% | +31.1% | +63.5% |
| 3Y | +102.6% | +155.2% | -52.6% | +67.3% |
| 5Y | +566.6% | +181.2% | +385.4% | +431.1% |
| All | +662.0% | +375.2% | +286.8% | +501.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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