+1,632.9%
PBR vs MKC
+1,077.9%
+554.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.9% | +3.7% |
| 7D | +2.5% | -4.3% | +6.8% | +4.7% |
| 30D | +19.4% | -2.0% | +21.4% | +20.3% |
| 3M | +20.8% | +10.0% | +10.8% | +14.0% |
| 6M | +23.5% | -18.5% | +42.0% | +34.3% |
| YTD | +83.4% | -22.4% | +105.8% | +102.8% |
| 1Y | +77.6% | -23.6% | +101.2% | +96.7% |
| 3Y | +99.9% | -30.4% | +130.3% | +125.6% |
| 5Y | +567.7% | -34.2% | +601.9% | +646.9% |
| 10Y | +621.5% | +26.8% | +594.7% | +394.8% |
| All | +1,632.9% | +1,077.9% | +554.9% | +339.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling