+1,573.8%
PBR vs M
+270.8%
+1,303.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.7% |
| 7D | +8.6% | +4.7% | +3.9% | +7.1% |
| 30D | +12.8% | -9.6% | +22.4% | +16.0% |
| 3M | +14.7% | +0.9% | +13.8% | +13.3% |
| 6M | +25.2% | +22.3% | +2.9% | +15.8% |
| YTD | +77.1% | +6.5% | +70.6% | +69.1% |
| 1Y | +69.6% | +38.8% | +30.8% | +48.2% |
| 3Y | +95.6% | +115.9% | -20.3% | +36.2% |
| 5Y | +501.8% | +28.6% | +473.1% | +332.7% |
| 10Y | +640.6% | -2.5% | +643.1% | +352.6% |
| All | +1,573.8% | +270.8% | +1,303.0% | +493.3% |
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