+556.1%
PBR vs GEN
+20.0%
+536.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | +0.3% | -2.9% | +3.2% | +0.5% |
| 30D | +17.5% | +2.1% | +15.5% | +17.3% |
| 3M | +20.9% | +19.7% | +1.2% | +19.1% |
| 6M | +20.2% | +33.3% | -13.0% | +17.2% |
| YTD | +84.3% | +11.1% | +73.2% | +83.6% |
| 1Y | +77.1% | +3.0% | +74.1% | +78.1% |
| 3Y | +100.8% | +57.9% | +42.9% | +90.7% |
| 5Y | +556.1% | +20.6% | +535.5% | +533.6% |
| All | +556.1% | +20.0% | +536.1% | +533.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling