+1,425.7%
PBR vs GAP
+37.3%
+1,388.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.5% |
| 7D | -1.0% | -1.9% | +0.9% | -0.6% |
| 30D | -29.3% | -7.1% | -22.2% | -28.3% |
| 3M | +5.5% | +4.1% | +1.4% | +3.2% |
| 6M | -2.9% | +1.9% | -4.8% | -5.6% |
| YTD | +61.5% | -15.2% | +76.7% | +62.1% |
| 1Y | +46.9% | -10.6% | +57.5% | +44.8% |
| 3Y | +66.4% | +74.6% | -8.1% | +21.8% |
| 5Y | +460.3% | +3.7% | +456.7% | +334.1% |
| 10Y | +564.6% | +2.4% | +562.2% | +324.7% |
| All | +1,425.7% | +37.3% | +1,388.4% | +577.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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