+662.0%
PBR vs WU
-39.1%
+701.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.1% |
| 7D | +5.4% | -3.5% | +8.8% | +6.7% |
| 30D | +22.9% | -2.9% | +25.8% | +24.0% |
| 3M | +19.6% | -2.3% | +21.9% | +17.7% |
| 6M | +16.5% | -25.4% | +41.8% | +28.0% |
| YTD | +86.7% | -21.2% | +107.9% | +99.2% |
| 1Y | +74.7% | -8.9% | +83.6% | +72.5% |
| 3Y | +102.6% | -29.0% | +131.5% | +117.7% |
| 5Y | +566.6% | -50.7% | +617.3% | +746.7% |
| All | +662.0% | -39.1% | +701.1% | +792.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling