+94.0%
PFE vs PBR
+1,797.5%
-1,703.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | +1.8% | +8.6% | -6.8% | +0.7% |
| 30D | +10.2% | +12.8% | -2.6% | +8.5% |
| 3M | +12.7% | +14.7% | -2.0% | +10.5% |
| 6M | +10.5% | +25.2% | -14.6% | +6.9% |
| YTD | +20.2% | +77.1% | -57.0% | +10.9% |
| 1Y | +24.1% | +69.6% | -45.5% | +15.0% |
| 3Y | -3.6% | +95.6% | -99.1% | -13.2% |
| 5Y | -20.9% | +501.8% | -522.6% | -40.5% |
| 10Y | +35.8% | +640.6% | -604.7% | -9.8% |
| All | +94.0% | +1,797.5% | -1,703.5% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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