+86.4%
PBR vs MULL
+2,337.2%
-2,250.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.8% |
| 7D | +5.4% | -8.4% | +13.8% | +5.6% |
| 30D | +22.9% | +9.7% | +13.2% | +22.5% |
| 3M | +19.6% | -26.8% | +46.4% | +19.3% |
| 6M | +16.5% | +220.7% | -204.2% | +7.9% |
| YTD | +86.7% | +509.0% | -422.4% | +64.5% |
| 1Y | +74.7% | +1,739.5% | -1,664.8% | +39.1% |
| All | +86.4% | +2,337.2% | -2,250.7% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling