+872.3%
PBR vs PR
+152.6%
+719.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.4% | -1.9% |
| 7D | -16.0% | -16.4% | +0.4% | -12.4% |
| 30D | -22.8% | -1.9% | -20.9% | -22.4% |
| 3M | +3.0% | +8.0% | -5.0% | +1.2% |
| 6M | -8.1% | +4.1% | -12.2% | -9.0% |
| YTD | +63.1% | +58.7% | +4.5% | +47.0% |
| 1Y | +59.3% | +75.8% | -16.6% | +40.2% |
| 3Y | +66.1% | +73.2% | -7.0% | +44.7% |
| 5Y | +495.8% | +230.1% | +265.7% | +332.8% |
| 10Y | +514.7% | +67.4% | +447.3% | +315.1% |
| All | +872.3% | +152.6% | +719.8% | +618.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling