+668.5%
PBR vs SM
+23.2%
+645.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.0% |
| 7D | +4.2% | +2.1% | +2.1% | +3.6% |
| 30D | +22.7% | +18.1% | +4.6% | +17.2% |
| 3M | +21.5% | +17.0% | +4.5% | +15.8% |
| 6M | +24.0% | +55.4% | -31.4% | +8.2% |
| YTD | +88.2% | +108.6% | -20.3% | +50.4% |
| 1Y | +74.8% | +45.7% | +29.2% | +53.4% |
| 3Y | +105.1% | -0.3% | +105.5% | +92.0% |
| 5Y | +572.2% | +113.0% | +459.2% | +380.6% |
| All | +668.5% | +23.2% | +645.2% | +269.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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