+72.9%
PBR vs MULL
+444.9%
-371.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -13.8% | +6.8% | -7.1% |
| 7D | -11.0% | -35.9% | +24.9% | -11.6% |
| 30D | -18.8% | -47.3% | +28.6% | -19.4% |
| 3M | +7.8% | -30.6% | +38.4% | +7.4% |
| 6M | -7.6% | +13.7% | -21.3% | -5.8% |
| YTD | +72.7% | +272.1% | -199.5% | +77.7% |
| 1Y | +72.9% | +475.1% | -402.1% | +77.5% |
| All | +72.9% | +444.9% | -371.9% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling