+1,641.2%
PBR vs MTB
+882.5%
+758.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +0.3% | +1.1% | -0.7% | -0.2% |
| 30D | +17.5% | -4.6% | +22.2% | +20.0% |
| 3M | +20.9% | +6.3% | +14.6% | +16.6% |
| 6M | +20.2% | +15.6% | +4.6% | +10.7% |
| YTD | +84.3% | +20.6% | +63.7% | +65.3% |
| 1Y | +77.1% | +22.5% | +54.6% | +56.9% |
| 3Y | +100.8% | +114.4% | -13.6% | +27.6% |
| 5Y | +556.1% | +101.9% | +454.2% | +303.6% |
| 10Y | +676.1% | +170.4% | +505.6% | +297.4% |
| All | +1,641.2% | +882.5% | +758.7% | +492.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling