+1,632.9%
PBR vs EXEL
+37.3%
+1,595.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +3.8% |
| 7D | +2.5% | +1.4% | +1.1% | +2.3% |
| 30D | +19.4% | +6.7% | +12.7% | +18.3% |
| 3M | +20.8% | +11.5% | +9.3% | +18.7% |
| 6M | +23.5% | +38.8% | -15.3% | +17.3% |
| YTD | +83.4% | +31.6% | +51.8% | +75.1% |
| 1Y | +77.6% | +53.0% | +24.5% | +65.4% |
| 3Y | +99.9% | +160.8% | -61.0% | +69.0% |
| 5Y | +567.7% | +190.1% | +377.6% | +448.0% |
| 10Y | +621.5% | +367.0% | +254.5% | +421.1% |
| All | +1,632.9% | +37.3% | +1,595.5% | +838.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling