+662.0%
PBR vs MKC
+29.9%
+632.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.0% |
| 7D | +5.4% | -1.5% | +6.8% | +5.8% |
| 30D | +22.9% | -3.1% | +26.0% | +23.8% |
| 3M | +19.6% | +5.2% | +14.4% | +17.2% |
| 6M | +16.5% | -12.8% | +29.3% | +20.2% |
| YTD | +86.7% | -23.3% | +109.9% | +99.1% |
| 1Y | +74.7% | -24.1% | +98.8% | +86.5% |
| 3Y | +102.6% | -32.1% | +134.7% | +121.4% |
| 5Y | +566.6% | -32.8% | +599.4% | +612.9% |
| All | +662.0% | +29.9% | +632.2% | +546.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling