+662.0%
PBR vs SPXU
-99.6%
+761.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -1.7% |
| 7D | +5.4% | +2.5% | +2.9% | +6.3% |
| 30D | +22.9% | +4.2% | +18.7% | +24.7% |
| 3M | +19.6% | -9.3% | +28.9% | +15.5% |
| 6M | +16.5% | -30.7% | +47.2% | +1.9% |
| YTD | +86.7% | -28.1% | +114.8% | +66.1% |
| 1Y | +74.7% | -35.2% | +110.0% | +50.2% |
| 3Y | +102.6% | -79.9% | +182.5% | +18.7% |
| 5Y | +566.6% | -86.4% | +653.0% | +282.0% |
| All | +662.0% | -99.6% | +761.6% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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