+545.8%
PBR vs P
+686.0%
-140.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.4% | -6.9% | -3.4% |
| 7D | -9.1% | -4.7% | -4.4% | -8.6% |
| 30D | -29.9% | -31.4% | +1.5% | -25.2% |
| 3M | +2.3% | -2.6% | +4.9% | +0.7% |
| 6M | -10.9% | +21.9% | -32.9% | -18.0% |
| YTD | +56.9% | +58.9% | -2.0% | +34.2% |
| 1Y | +38.0% | +21.7% | +16.3% | +23.3% |
| 3Y | +64.8% | +193.3% | -128.5% | +5.3% |
| 5Y | +447.1% | +275.1% | +172.0% | +202.0% |
| 10Y | +545.8% | +655.3% | -109.5% | +132.2% |
| All | +545.8% | +686.0% | -140.2% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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