+572.2%
PBR vs SPXU
-85.5%
+657.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.3% | +2.4% |
| 7D | +4.2% | +6.4% | -2.1% | +5.3% |
| 30D | +22.7% | +5.9% | +16.8% | +23.9% |
| 3M | +21.5% | -11.7% | +33.2% | +19.2% |
| 6M | +24.0% | -28.7% | +52.7% | +17.4% |
| YTD | +88.2% | -26.4% | +114.6% | +79.7% |
| 1Y | +74.8% | -35.2% | +110.0% | +63.6% |
| 3Y | +105.1% | -79.8% | +184.9% | +62.9% |
| 5Y | +572.2% | -86.1% | +658.3% | +443.9% |
| All | +572.2% | -85.5% | +657.8% | +443.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling