+72.9%
PBR vs SBAC
+2.4%
+70.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.8% | -12.8% | -7.5% |
| 7D | -11.0% | +5.8% | -16.8% | -11.5% |
| 30D | -18.8% | +20.8% | -39.6% | -20.6% |
| 3M | +7.8% | +4.8% | +3.1% | +7.0% |
| 6M | -7.6% | -9.1% | +1.5% | -6.7% |
| YTD | +72.7% | +3.1% | +69.6% | +72.1% |
| 1Y | +72.9% | +2.2% | +70.8% | +73.8% |
| All | +72.9% | +2.4% | +70.6% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling