+1,274.9%
PBR vs P
+485.4%
+789.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.2% |
| 7D | +8.6% | +6.5% | +2.0% | +7.1% |
| 30D | +12.8% | +18.8% | -6.0% | +7.8% |
| 3M | +14.7% | +26.7% | -12.1% | +7.0% |
| 6M | +25.2% | +62.2% | -37.0% | +9.1% |
| YTD | +77.1% | +48.5% | +28.6% | +56.1% |
| 1Y | +69.6% | +26.4% | +43.2% | +51.3% |
| 3Y | +95.6% | +159.4% | -63.8% | +31.4% |
| 5Y | +501.8% | +275.8% | +226.0% | +238.3% |
| 10Y | +640.6% | +732.0% | -91.5% | +185.6% |
| All | +1,274.9% | +485.4% | +789.6% | +421.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling