+471.6%
PBR vs PR
+66.7%
+404.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | -13.3% | -12.4% | -0.9% | -10.5% |
| 30D | -27.5% | -6.6% | -20.9% | -26.3% |
| 3M | +5.2% | +7.5% | -2.3% | +3.4% |
| 6M | -6.4% | +10.8% | -17.2% | -8.6% |
| YTD | +61.6% | +57.0% | +4.5% | +45.7% |
| 1Y | +48.9% | +67.9% | -19.1% | +32.2% |
| 3Y | +70.0% | +87.6% | -17.6% | +45.3% |
| 5Y | +469.0% | +220.4% | +248.6% | +313.5% |
| 10Y | +471.6% | +64.8% | +406.8% | +251.8% |
| All | +471.6% | +66.7% | +404.9% | +251.8% |
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