+955.7%
PBR vs PR
+169.5%
+786.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.5% |
| 7D | +8.6% | +2.9% | +5.7% | +7.9% |
| 30D | +12.8% | +18.0% | -5.2% | +8.6% |
| 3M | +14.7% | +16.9% | -2.2% | +10.7% |
| 6M | +25.2% | +28.2% | -3.0% | +18.3% |
| YTD | +77.1% | +69.3% | +7.8% | +57.3% |
| 1Y | +69.6% | +69.5% | +0.1% | +50.3% |
| 3Y | +95.6% | +81.7% | +13.9% | +68.3% |
| 5Y | +501.8% | +422.2% | +79.5% | +297.1% |
| 10Y | +640.6% | +110.4% | +530.2% | +409.6% |
| All | +955.7% | +169.5% | +786.3% | +668.2% |
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