+662.0%
PBR vs WY
+7.6%
+654.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.0% |
| 7D | +5.4% | -4.2% | +9.5% | +7.7% |
| 30D | +22.9% | -10.1% | +33.0% | +29.8% |
| 3M | +19.6% | -8.5% | +28.1% | +24.1% |
| 6M | +16.5% | -3.3% | +19.8% | +16.2% |
| YTD | +86.7% | -4.4% | +91.1% | +85.7% |
| 1Y | +74.7% | -11.5% | +86.2% | +80.8% |
| 3Y | +102.6% | -24.3% | +126.9% | +120.4% |
| 5Y | +566.6% | -21.3% | +587.9% | +569.5% |
| All | +662.0% | +7.6% | +654.5% | +445.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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