+454.9%
PBR vs PR
+273.3%
+181.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.9% |
| 7D | -1.0% | +6.0% | -7.0% | -3.1% |
| 30D | -29.3% | -4.2% | -25.1% | -28.3% |
| 3M | +5.5% | +10.0% | -4.4% | +2.0% |
| 6M | -2.9% | +15.6% | -18.5% | -7.9% |
| YTD | +61.5% | +68.2% | -6.7% | +35.0% |
| 1Y | +46.9% | +79.2% | -32.3% | +20.1% |
| 3Y | +66.4% | +94.9% | -28.5% | +29.2% |
| All | +454.9% | +273.3% | +181.6% | +231.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling