+102.6%
PBR vs MKTX
-25.3%
+127.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +5.4% | -0.2% | +5.6% | +5.4% |
| 30D | +22.9% | +0.7% | +22.1% | +22.8% |
| 3M | +19.6% | +40.8% | -21.2% | +18.1% |
| 6M | +16.5% | -8.0% | +24.5% | +15.4% |
| YTD | +86.7% | -8.7% | +95.4% | +84.9% |
| 1Y | +74.7% | -11.8% | +86.6% | +72.9% |
| 3Y | +102.6% | -24.0% | +126.6% | +99.8% |
| All | +102.6% | -25.3% | +127.8% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling