+478.6%
PBR vs S
-56.9%
+535.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.2% | +2.1% |
| 7D | +4.2% | +0.1% | +4.2% | +4.2% |
| 30D | +22.7% | -11.8% | +34.5% | +23.2% |
| 3M | +21.5% | +33.9% | -12.4% | +19.6% |
| 6M | +24.0% | +40.1% | -16.1% | +21.6% |
| YTD | +88.2% | +32.1% | +56.2% | +85.0% |
| 1Y | +74.8% | +11.0% | +63.8% | +73.1% |
| 3Y | +105.1% | +16.9% | +88.2% | +100.7% |
| 5Y | +572.2% | -68.9% | +641.2% | +585.7% |
| All | +478.6% | -56.9% | +535.5% | +486.4% |
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