+1,425.7%
PBR vs ROP
+4,117.7%
-2,692.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | -1.0% | +0.7% | -1.7% | -1.5% |
| 30D | -29.3% | +28.8% | -58.1% | -40.8% |
| 3M | +5.5% | +21.1% | -15.5% | -8.4% |
| 6M | -2.9% | +52.5% | -55.4% | -28.9% |
| YTD | +61.5% | +8.9% | +52.6% | +44.8% |
| 1Y | +46.9% | +8.2% | +38.6% | +32.1% |
| 3Y | +66.4% | -5.2% | +71.6% | +58.3% |
| 5Y | +460.3% | +1.7% | +458.6% | +384.5% |
| 10Y | +564.6% | +185.4% | +379.3% | +182.8% |
| All | +1,425.7% | +4,117.7% | -2,692.0% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling