+991.2%
PBR vs MKTX
+1,443.5%
-452.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +4.2% | -0.2% | +4.4% | +4.3% |
| 30D | +22.7% | +0.8% | +21.9% | +22.5% |
| 3M | +21.5% | +41.1% | -19.6% | +8.9% |
| 6M | +24.0% | -9.5% | +33.5% | +25.7% |
| YTD | +88.2% | -8.7% | +96.9% | +89.9% |
| 1Y | +74.8% | -10.0% | +84.8% | +76.5% |
| 3Y | +105.1% | -24.6% | +129.7% | +108.9% |
| 5Y | +572.2% | -60.3% | +632.5% | +696.6% |
| 10Y | +692.7% | +5.0% | +687.7% | +550.7% |
| All | +991.2% | +1,443.5% | -452.3% | +185.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling