+1,573.8%
PBR vs SM
+356.5%
+1,217.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.0% |
| 7D | +8.6% | +0.1% | +8.5% | +8.6% |
| 30D | +12.8% | +26.3% | -13.5% | +3.1% |
| 3M | +14.7% | +8.7% | +6.0% | +10.3% |
| 6M | +25.2% | +51.7% | -26.5% | +4.9% |
| YTD | +77.1% | +99.0% | -21.9% | +33.0% |
| 1Y | +69.6% | +34.6% | +35.0% | +45.8% |
| 3Y | +95.6% | -7.8% | +103.3% | +82.3% |
| 5Y | +501.8% | +104.8% | +397.0% | +274.1% |
| 10Y | +640.6% | +7.2% | +633.3% | +171.9% |
| All | +1,573.8% | +356.5% | +1,217.3% | +165.8% |
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