+668.5%
PBR vs GEN
+157.3%
+511.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +2.0% |
| 7D | +4.2% | -4.3% | +8.6% | +5.0% |
| 30D | +22.7% | +3.8% | +19.0% | +21.9% |
| 3M | +21.5% | +22.3% | -0.7% | +17.0% |
| 6M | +24.0% | +39.0% | -15.0% | +15.9% |
| YTD | +88.2% | +11.9% | +76.3% | +83.1% |
| 1Y | +74.8% | +4.5% | +70.3% | +72.2% |
| 3Y | +105.1% | +59.0% | +46.1% | +82.8% |
| 5Y | +572.2% | +22.0% | +550.3% | +519.5% |
| All | +668.5% | +157.3% | +511.2% | +436.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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