+420.0%
PBR vs SFM
+132.6%
+287.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -2.3% |
| 7D | +8.6% | -0.1% | +8.7% | +8.5% |
| 30D | +12.8% | -4.4% | +17.2% | +13.3% |
| 3M | +14.7% | +1.5% | +13.2% | +13.8% |
| 6M | +25.2% | +6.5% | +18.7% | +22.6% |
| YTD | +77.1% | +2.2% | +75.0% | +74.2% |
| 1Y | +69.6% | -41.9% | +111.4% | +81.8% |
| 3Y | +95.6% | +106.8% | -11.2% | +62.0% |
| 5Y | +501.8% | +231.6% | +270.2% | +335.0% |
| 10Y | +640.6% | +258.4% | +382.1% | +384.8% |
| All | +420.0% | +132.6% | +287.4% | +268.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling