+588.2%
PBR vs USFR
+27.6%
+560.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +19.4% | +0.3% | +19.1% | +18.9% |
| 3M | +20.8% | +1.0% | +19.8% | +19.3% |
| 6M | +23.5% | +1.9% | +21.6% | +20.5% |
| YTD | +83.4% | +2.7% | +80.7% | +77.4% |
| 1Y | +77.6% | +4.0% | +73.5% | +68.8% |
| 3Y | +99.9% | +14.0% | +85.8% | +69.0% |
| 5Y | +567.7% | +20.4% | +547.3% | +426.6% |
| 10Y | +621.5% | +28.1% | +593.5% | +435.5% |
| All | +588.2% | +27.6% | +560.6% | +397.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling