+112.0%
PBR vs SPXU
-100.0%
+212.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +4.2% |
| 7D | +2.5% | -1.5% | +3.9% | +1.8% |
| 30D | +19.4% | +3.7% | +15.7% | +21.2% |
| 3M | +20.8% | -9.6% | +30.4% | +15.8% |
| 6M | +23.5% | -32.4% | +55.8% | +4.8% |
| YTD | +83.4% | -28.7% | +112.1% | +59.8% |
| 1Y | +77.6% | -38.2% | +115.8% | +46.2% |
| 3Y | +99.9% | -80.4% | +180.3% | +8.1% |
| 5Y | +567.7% | -86.0% | +653.7% | +257.5% |
| 10Y | +621.5% | -99.5% | +721.0% | +25.6% |
| All | +112.0% | -100.0% | +212.0% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling