+668.5%
PBR vs ROP
+135.7%
+532.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.4% |
| 7D | +4.2% | -8.0% | +12.2% | +9.1% |
| 30D | +22.7% | -2.7% | +25.5% | +24.3% |
| 3M | +21.5% | +16.6% | +4.9% | +9.3% |
| 6M | +24.0% | +10.4% | +13.6% | +14.7% |
| YTD | +88.2% | -12.1% | +100.3% | +97.7% |
| 1Y | +74.8% | -23.6% | +98.4% | +100.2% |
| 3Y | +105.1% | -19.3% | +124.5% | +118.1% |
| 5Y | +572.2% | -15.4% | +587.6% | +555.7% |
| All | +668.5% | +135.7% | +532.8% | +253.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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