+1,573.8%
PBR vs WAB
+5,678.5%
-4,104.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.3% |
| 7D | +8.6% | -3.2% | +11.8% | +10.2% |
| 30D | +12.8% | -4.4% | +17.2% | +15.2% |
| 3M | +14.7% | +7.9% | +6.8% | +9.1% |
| 6M | +25.2% | +8.7% | +16.5% | +17.2% |
| YTD | +77.1% | +33.0% | +44.2% | +49.0% |
| 1Y | +69.6% | +46.7% | +22.9% | +34.6% |
| 3Y | +95.6% | +153.0% | -57.4% | +12.3% |
| 5Y | +501.8% | +222.3% | +279.5% | +191.9% |
| 10Y | +640.6% | +291.0% | +349.6% | +205.6% |
| All | +1,573.8% | +5,678.5% | -4,104.7% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling