+1,641.2%
PBR vs MDY
+889.4%
+751.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +1.7% |
| 7D | +0.3% | -0.8% | +1.1% | +1.2% |
| 30D | +17.5% | -3.9% | +21.4% | +22.7% |
| 3M | +20.9% | 0.0% | +20.9% | +19.7% |
| 6M | +20.2% | +8.5% | +11.7% | +6.8% |
| YTD | +84.3% | +13.2% | +71.1% | +54.8% |
| 1Y | +77.1% | +15.0% | +62.1% | +45.0% |
| 3Y | +100.8% | +49.6% | +51.2% | +14.2% |
| 5Y | +556.1% | +46.0% | +510.1% | +259.0% |
| 10Y | +676.1% | +176.4% | +499.7% | +104.4% |
| All | +1,641.2% | +889.4% | +751.8% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling