+88.0%
PBR vs MULL
+2,366.2%
-2,278.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.3% | +11.5% | +2.4% |
| 7D | +4.2% | +3.6% | +0.6% | +4.1% |
| 30D | +22.7% | +22.0% | +0.7% | +22.0% |
| 3M | +21.5% | -8.6% | +30.2% | +20.3% |
| 6M | +24.0% | +248.5% | -224.5% | +14.4% |
| YTD | +88.2% | +516.3% | -428.0% | +65.9% |
| 1Y | +74.8% | +2,036.6% | -1,961.8% | +37.4% |
| All | +88.0% | +2,366.2% | -2,278.1% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling