+1,405.7%
PBR vs M
+294.7%
+1,111.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.2% |
| 7D | -3.7% | +0.6% | -4.3% | -4.1% |
| 30D | -29.0% | +7.0% | -36.0% | -30.8% |
| 3M | +4.9% | +3.1% | +1.8% | +2.8% |
| 6M | -8.4% | +33.5% | -41.9% | -17.8% |
| YTD | +59.4% | +13.4% | +46.0% | +47.9% |
| 1Y | +45.5% | +22.4% | +23.1% | +31.3% |
| 3Y | +67.4% | +150.9% | -83.5% | +10.7% |
| 5Y | +453.0% | -3.0% | +456.0% | +342.9% |
| 10Y | +555.9% | -9.1% | +565.0% | +312.2% |
| All | +1,405.7% | +294.7% | +1,111.0% | +419.0% |
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