+542.7%
PBR vs WY
-22.2%
+564.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | +5.4% | -4.2% | +9.5% | +6.3% |
| 30D | +22.9% | -10.1% | +33.0% | +25.7% |
| 3M | +19.6% | -8.5% | +28.1% | +21.5% |
| 6M | +16.5% | -3.3% | +19.8% | +16.3% |
| YTD | +86.7% | -4.4% | +91.1% | +86.0% |
| 1Y | +74.7% | -11.5% | +86.2% | +77.8% |
| 3Y | +102.6% | -24.3% | +126.9% | +111.5% |
| All | +542.7% | -22.2% | +564.9% | +555.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling