+83.2%
PBR vs MULL
+2,481.0%
-2,397.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +3.6% |
| 7D | +2.5% | +14.0% | -11.5% | +2.1% |
| 30D | +19.4% | +24.8% | -5.4% | +18.7% |
| 3M | +20.8% | -16.1% | +36.9% | +19.9% |
| 6M | +23.5% | +330.9% | -307.4% | +12.7% |
| YTD | +83.4% | +545.0% | -461.6% | +61.5% |
| 1Y | +77.6% | +2,427.1% | -2,349.6% | +38.0% |
| All | +83.2% | +2,481.0% | -2,397.9% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling