+104.3%
PBR vs WY
-25.0%
+129.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.8% | +2.5% |
| 7D | +4.2% | -3.7% | +7.9% | +4.7% |
| 30D | +22.7% | -11.3% | +34.0% | +24.7% |
| 3M | +21.5% | -8.1% | +29.7% | +22.6% |
| 6M | +24.0% | -7.4% | +31.4% | +24.5% |
| YTD | +88.2% | -4.7% | +92.9% | +87.1% |
| 1Y | +74.8% | -9.2% | +84.0% | +75.9% |
| All | +104.3% | -25.0% | +129.3% | +114.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling