+447.1%
PBR vs GEN
+35.2%
+411.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.6% |
| 7D | -9.1% | -0.8% | -8.3% | -9.1% |
| 30D | -29.9% | +31.2% | -61.1% | -31.2% |
| 3M | +2.3% | +6.1% | -3.8% | +1.6% |
| 6M | -10.9% | +38.1% | -49.0% | -13.5% |
| YTD | +56.9% | +14.4% | +42.5% | +55.8% |
| 1Y | +38.0% | +15.1% | +22.9% | +36.9% |
| 3Y | +64.8% | +68.5% | -3.7% | +56.1% |
| 5Y | +447.1% | +35.8% | +411.3% | +404.1% |
| All | +447.1% | +35.2% | +411.9% | +404.1% |
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