+1,573.8%
PBR vs KEY
+192.7%
+1,381.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +8.6% | +2.2% | +6.4% | +7.6% |
| 30D | +12.8% | -3.0% | +15.8% | +13.9% |
| 3M | +14.7% | +3.3% | +11.3% | +12.8% |
| 6M | +25.2% | +9.2% | +16.0% | +20.1% |
| YTD | +77.1% | +10.6% | +66.5% | +68.5% |
| 1Y | +69.6% | +20.4% | +49.2% | +55.6% |
| 3Y | +95.6% | +121.8% | -26.3% | +35.4% |
| 5Y | +501.8% | +41.1% | +460.6% | +359.3% |
| 10Y | +640.6% | +168.5% | +472.0% | +336.0% |
| All | +1,573.8% | +192.7% | +1,381.1% | +708.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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