+575.8%
PBR vs SBAC
+114.8%
+461.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.9% |
| 7D | -1.0% | +0.6% | -1.7% | -1.2% |
| 30D | -29.3% | +5.5% | -34.8% | -30.4% |
| 3M | +5.5% | +3.1% | +2.4% | +4.2% |
| 6M | -2.9% | -7.0% | +4.1% | -1.7% |
| YTD | +61.5% | +0.5% | +61.0% | +58.4% |
| 1Y | +46.9% | +0.2% | +46.6% | +44.2% |
| 3Y | +66.4% | -7.4% | +73.8% | +62.9% |
| 5Y | +460.3% | -39.7% | +500.0% | +525.4% |
| All | +575.8% | +114.8% | +461.0% | +411.8% |
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 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