+556.1%
PBR vs S
-71.9%
+628.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +0.3% | -1.2% | +1.6% | +0.4% |
| 30D | +17.5% | -12.6% | +30.1% | +18.0% |
| 3M | +20.9% | +27.6% | -6.7% | +19.4% |
| 6M | +20.2% | +35.5% | -15.2% | +18.3% |
| YTD | +84.3% | +29.6% | +54.7% | +81.4% |
| 1Y | +77.1% | +8.1% | +69.0% | +75.7% |
| 3Y | +100.8% | +14.8% | +86.1% | +97.0% |
| 5Y | +556.1% | -70.6% | +626.7% | +557.5% |
| All | +556.1% | -71.9% | +628.0% | +557.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling