+668.5%
PBR vs SFM
+268.6%
+399.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | +4.2% | -8.8% | +13.0% | +5.2% |
| 30D | +22.7% | -14.5% | +37.2% | +24.6% |
| 3M | +21.5% | -16.8% | +38.4% | +23.6% |
| 6M | +24.0% | -5.3% | +29.3% | +23.6% |
| YTD | +88.2% | -9.4% | +97.6% | +88.3% |
| 1Y | +74.8% | -46.2% | +121.0% | +86.0% |
| 3Y | +105.1% | +81.3% | +23.9% | +80.1% |
| 5Y | +572.2% | +211.9% | +360.4% | +422.3% |
| All | +668.5% | +268.6% | +399.9% | +412.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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