+1,632.9%
PBR vs GAP
+44.7%
+1,588.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.8% | +3.6% |
| 7D | +2.5% | +1.7% | +0.7% | +2.0% |
| 30D | +19.4% | +9.3% | +10.1% | +16.1% |
| 3M | +20.8% | +6.1% | +14.7% | +17.8% |
| 6M | +23.5% | -2.3% | +25.8% | +21.6% |
| YTD | +83.4% | -10.6% | +94.0% | +82.9% |
| 1Y | +77.6% | -4.4% | +82.0% | +72.5% |
| 3Y | +99.9% | +118.3% | -18.5% | +37.1% |
| 5Y | +567.7% | +12.2% | +555.5% | +406.8% |
| 10Y | +621.5% | +33.7% | +587.8% | +324.7% |
| All | +1,632.9% | +44.7% | +1,588.1% | +664.1% |
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