+100.0%
PBR vs WAB
+164.8%
-64.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | +17.5% | -4.6% | +22.1% | +18.2% |
| 3M | +20.9% | +5.6% | +15.3% | +19.4% |
| 6M | +20.2% | +13.8% | +6.4% | +16.8% |
| YTD | +84.3% | +31.9% | +52.4% | +72.7% |
| 1Y | +77.1% | +48.3% | +28.8% | +60.8% |
| All | +100.0% | +164.8% | -64.8% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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