+1,420.7%
PBR vs M
+306.9%
+1,113.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -13.3% | +5.0% | -18.3% | -14.9% |
| 30D | -27.7% | +10.6% | -38.4% | -30.2% |
| 3M | +2.7% | +1.6% | +1.1% | +1.1% |
| 6M | -6.7% | +30.8% | -37.6% | -15.8% |
| YTD | +60.9% | +16.9% | +44.0% | +48.1% |
| 1Y | +46.6% | +26.3% | +20.3% | +31.1% |
| 3Y | +69.1% | +158.6% | -89.6% | +10.8% |
| 5Y | +469.6% | +2.1% | +467.5% | +348.9% |
| 10Y | +523.4% | -4.3% | +527.7% | +285.2% |
| All | +1,420.7% | +306.9% | +1,113.8% | +419.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling