+46.9%
PBR vs SBAC
-2.9%
+49.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | -1.0% | +0.6% | -1.7% | -1.1% |
| 30D | -29.3% | +5.5% | -34.8% | -29.7% |
| 3M | +5.5% | +3.1% | +2.4% | +4.9% |
| 6M | -2.9% | -7.0% | +4.1% | -2.4% |
| YTD | +61.5% | +0.5% | +61.0% | +60.0% |
| 1Y | +46.9% | +0.2% | +46.6% | +45.4% |
| All | +46.9% | -2.9% | +49.8% | +45.4% |
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 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