+358.9%
PBR vs WU
-21.6%
+380.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +4.9% |
| 7D | +2.5% | -0.8% | +3.3% | +2.9% |
| 30D | +19.4% | -1.1% | +20.5% | +19.7% |
| 3M | +20.8% | -1.8% | +22.6% | +17.5% |
| 6M | +23.5% | -23.9% | +47.4% | +38.7% |
| YTD | +83.4% | -20.4% | +103.8% | +98.8% |
| 1Y | +77.6% | -10.6% | +88.1% | +76.4% |
| 3Y | +99.9% | -27.7% | +127.6% | +115.7% |
| 5Y | +567.7% | -51.1% | +618.8% | +770.5% |
| 10Y | +621.5% | -40.7% | +662.2% | +702.6% |
| All | +358.9% | -21.6% | +380.5% | +274.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling