+1,641.2%
PBR vs WY
+186.9%
+1,454.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +0.3% | -1.7% | +2.0% | +1.3% |
| 30D | +17.5% | -9.9% | +27.4% | +24.9% |
| 3M | +20.9% | -7.5% | +28.4% | +25.2% |
| 6M | +20.2% | -5.1% | +25.4% | +21.2% |
| YTD | +84.3% | -2.1% | +86.4% | +80.8% |
| 1Y | +77.1% | -7.3% | +84.5% | +78.6% |
| 3Y | +100.8% | -22.6% | +123.5% | +116.9% |
| 5Y | +556.1% | -19.8% | +575.9% | +557.3% |
| 10Y | +676.1% | +9.6% | +666.5% | +494.6% |
| All | +1,641.2% | +186.9% | +1,454.3% | +665.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling