+676.1%
PBR vs P
+694.3%
-18.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.3% |
| 7D | +0.3% | +5.0% | -4.7% | -0.7% |
| 30D | +17.5% | -0.9% | +18.5% | +16.9% |
| 3M | +20.9% | +38.7% | -17.8% | +11.0% |
| 6M | +20.2% | +54.4% | -34.1% | +6.3% |
| YTD | +84.3% | +44.8% | +39.4% | +63.8% |
| 1Y | +77.1% | +22.5% | +54.6% | +59.5% |
| 3Y | +100.8% | +148.2% | -47.4% | +37.1% |
| 5Y | +556.1% | +268.9% | +287.2% | +269.9% |
| 10Y | +676.1% | +696.9% | -20.8% | +201.4% |
| All | +676.1% | +694.3% | -18.2% | +201.4% |
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