+69.6%
PBR vs MULL
+3,061.6%
-2,992.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +11.8% | -13.7% | -1.8% |
| 7D | +8.6% | +17.3% | -8.7% | +8.7% |
| 30D | +12.8% | +23.5% | -10.7% | +13.0% |
| 3M | +14.7% | -24.0% | +38.7% | +15.0% |
| 6M | +25.2% | +276.7% | -251.6% | +28.0% |
| YTD | +77.1% | +565.1% | -487.9% | +79.7% |
| 1Y | +69.6% | +2,802.6% | -2,733.0% | +70.8% |
| All | +69.6% | +3,061.6% | -2,992.0% | +70.8% |
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