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  • PBR vs PR✓SelectedUSD · PRPBR vs PR performance historyLatest closeAs of+3.53%09/08
Stock and ETF performance explorer

PBR vs PR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+621.5%
PR return
+101.2%
Excess return
+520.3%
Maximum drawdown
-75.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-08 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioPRExcessAlpha
1D+3.5%+1.2%+2.3%+3.2%
7D+2.5%-0.6%+3.0%+2.6%
30D+19.4%+17.4%+2.0%+15.0%
3M+20.8%+21.8%-1.0%+15.5%
6M+23.5%+27.6%-4.1%+16.8%
YTD+83.4%+71.4%+12.0%+62.3%
1Y+77.6%+78.3%-0.8%+55.4%
3Y+99.9%+85.5%+14.4%+70.9%
5Y+567.7%+422.7%+145.1%+338.7%
10Y+621.5%+87.1%+534.4%+370.9%
All+621.5%+101.2%+520.3%+370.9%

Cumulative growth

Daily Returns

Daily percentage return beside PR.

Daily Out/Under-Performance

Portfolio return minus PR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × PR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PR 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…

2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling