+545.8%
PBR vs M
-5.1%
+550.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | -9.1% | -3.3% | -5.8% | -8.6% |
| 30D | -29.9% | +8.1% | -38.0% | -31.3% |
| 3M | +2.3% | +2.2% | +0.1% | +1.1% |
| 6M | -10.9% | +35.1% | -46.0% | -17.9% |
| YTD | +56.9% | +15.8% | +41.1% | +48.2% |
| 1Y | +38.0% | +25.8% | +12.2% | +27.4% |
| 3Y | +64.8% | +156.2% | -91.4% | +19.9% |
| 5Y | +447.1% | -2.4% | +449.5% | +370.0% |
| 10Y | +545.8% | -7.1% | +552.9% | +240.7% |
| All | +545.8% | -5.1% | +550.9% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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