+1,149.2%
PBR vs P
+499.9%
+649.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.2% |
| 7D | -13.3% | -13.3% | 0.0% | -11.0% |
| 30D | -27.7% | -34.0% | +6.2% | -22.2% |
| 3M | +2.7% | +4.1% | -1.4% | -0.6% |
| 6M | -6.7% | +30.5% | -37.2% | -15.7% |
| YTD | +60.9% | +52.2% | +8.8% | +38.7% |
| 1Y | +46.6% | +10.3% | +36.3% | +33.6% |
| 3Y | +69.1% | +180.9% | -111.8% | +9.6% |
| 5Y | +469.6% | +259.7% | +209.9% | +221.2% |
| 10Y | +523.4% | +652.6% | -129.2% | +144.7% |
| All | +1,149.2% | +499.9% | +649.3% | +363.4% |
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 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