+545.8%
PBR vs PR
+72.8%
+473.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.2% |
| 7D | -9.1% | -0.5% | -8.6% | -9.0% |
| 30D | -29.9% | -4.6% | -25.3% | -29.1% |
| 3M | +2.3% | +4.7% | -2.4% | +1.2% |
| 6M | -10.9% | +12.4% | -23.4% | -13.4% |
| YTD | +56.9% | +62.9% | -6.0% | +40.3% |
| 1Y | +38.0% | +70.6% | -32.6% | +22.1% |
| 3Y | +64.8% | +90.0% | -25.2% | +40.3% |
| 5Y | +447.1% | +255.5% | +191.6% | +289.3% |
| 10Y | +545.8% | +78.7% | +467.1% | +293.7% |
| All | +545.8% | +72.8% | +473.0% | +293.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling