+104.3%
PBR vs USFR
+14.1%
+90.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | +4.2% | +0.1% | +4.2% | +4.0% |
| 30D | +22.7% | +0.3% | +22.4% | +21.7% |
| 3M | +21.5% | +1.0% | +20.6% | +18.8% |
| 6M | +24.0% | +1.9% | +22.1% | +19.7% |
| YTD | +88.2% | +2.7% | +85.6% | +79.2% |
| 1Y | +74.8% | +4.0% | +70.8% | +62.2% |
| All | +104.3% | +14.1% | +90.2% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling