+567.7%
PBR vs M
+24.8%
+542.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +3.7% |
| 7D | +2.5% | +2.4% | +0.1% | +2.2% |
| 30D | +19.4% | -11.6% | +31.0% | +20.6% |
| 3M | +20.8% | +1.6% | +19.2% | +20.3% |
| 6M | +23.5% | +25.2% | -1.7% | +20.3% |
| YTD | +83.4% | +3.8% | +79.6% | +81.5% |
| 1Y | +77.6% | +36.3% | +41.2% | +70.0% |
| 3Y | +99.9% | +116.3% | -16.5% | +76.4% |
| 5Y | +567.7% | +28.2% | +539.5% | +501.7% |
| All | +567.7% | +24.8% | +542.9% | +501.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling