+1,382.4%
PBR vs SM
+290.3%
+1,092.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.6% | -8.1% | -4.6% |
| 7D | -9.1% | +0.3% | -9.4% | -9.4% |
| 30D | -29.9% | -17.3% | -12.6% | -25.1% |
| 3M | +2.3% | -3.6% | +5.9% | +2.9% |
| 6M | -10.9% | +2.9% | -13.8% | -13.6% |
| YTD | +56.9% | +70.2% | -13.3% | +24.0% |
| 1Y | +38.0% | +66.5% | -28.5% | +9.6% |
| 3Y | +64.8% | -8.2% | +73.0% | +53.1% |
| 5Y | +447.1% | -1.5% | +448.6% | +352.4% |
| 10Y | +545.8% | +11.9% | +533.9% | +128.6% |
| All | +1,382.4% | +290.3% | +1,092.1% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling