+668.5%
PBR vs SBAC
+83.0%
+585.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +2.9% |
| 7D | +4.2% | -5.3% | +9.5% | +5.8% |
| 30D | +22.7% | +0.4% | +22.4% | +22.4% |
| 3M | +21.5% | -11.9% | +33.4% | +25.5% |
| 6M | +24.0% | -4.5% | +28.5% | +24.0% |
| YTD | +88.2% | -4.3% | +92.6% | +87.7% |
| 1Y | +74.8% | -3.9% | +78.7% | +73.8% |
| 3Y | +105.1% | -11.0% | +116.1% | +102.7% |
| 5Y | +572.2% | -44.1% | +616.3% | +673.8% |
| All | +668.5% | +83.0% | +585.5% | +420.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling