+662.0%
PBR vs MTB
+173.8%
+488.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.0% |
| 7D | +5.4% | 0.0% | +5.4% | +5.4% |
| 30D | +22.9% | -4.8% | +27.7% | +25.6% |
| 3M | +19.6% | +6.0% | +13.7% | +15.6% |
| 6M | +16.5% | +19.6% | -3.1% | +5.5% |
| YTD | +86.7% | +21.5% | +65.2% | +66.7% |
| 1Y | +74.7% | +24.7% | +50.0% | +53.4% |
| 3Y | +102.6% | +108.6% | -6.0% | +28.4% |
| 5Y | +566.6% | +106.7% | +459.9% | +286.4% |
| All | +662.0% | +173.8% | +488.2% | +287.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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