+389.8%
PBR vs S
-51.5%
+441.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.3% | +7.8% | +1.8% |
| 7D | -3.7% | +4.1% | -7.8% | -3.9% |
| 30D | -29.0% | -7.2% | -21.9% | -28.9% |
| 3M | +4.9% | 0.0% | +4.9% | +4.6% |
| 6M | -8.4% | +41.6% | -50.0% | -10.2% |
| YTD | +59.4% | +48.6% | +10.8% | +55.6% |
| 1Y | +45.5% | +30.0% | +15.4% | +43.0% |
| 3Y | +67.4% | +42.2% | +25.2% | +62.3% |
| 5Y | +453.0% | -70.8% | +523.8% | +464.4% |
| All | +389.8% | -51.5% | +441.4% | +393.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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