+1,154.0%
PBR vs P
+504.9%
+649.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.3% | -7.3% | -2.2% |
| 7D | -13.3% | -9.6% | -3.7% | -11.7% |
| 30D | -27.5% | -33.4% | +6.0% | -22.0% |
| 3M | +5.2% | +14.2% | -9.0% | -0.3% |
| 6M | -6.4% | +31.6% | -38.0% | -15.5% |
| YTD | +61.6% | +53.5% | +8.1% | +39.0% |
| 1Y | +48.9% | +14.2% | +34.7% | +34.6% |
| 3Y | +70.0% | +190.5% | -120.5% | +9.2% |
| 5Y | +469.0% | +256.3% | +212.6% | +222.3% |
| 10Y | +471.6% | +707.9% | -236.3% | +120.0% |
| All | +1,154.0% | +504.9% | +649.0% | +364.4% |
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