+542.7%
PBR vs MDY
+46.3%
+496.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | +5.4% | -1.9% | +7.2% | +6.3% |
| 30D | +22.9% | -4.6% | +27.5% | +25.5% |
| 3M | +19.6% | -1.2% | +20.9% | +19.9% |
| 6M | +16.5% | +9.2% | +7.3% | +10.4% |
| YTD | +86.7% | +13.1% | +73.6% | +73.3% |
| 1Y | +74.7% | +13.0% | +61.7% | +62.0% |
| 3Y | +102.6% | +49.2% | +53.4% | +59.1% |
| All | +542.7% | +46.3% | +496.4% | +403.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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