+13.4%
PG vs PBR
+552.2%
-538.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.6% |
| 7D | -0.8% | +5.4% | -6.2% | -0.9% |
| 30D | +0.8% | +22.9% | -22.0% | +0.6% |
| 3M | -1.3% | +19.6% | -21.0% | -1.6% |
| 6M | -3.8% | +16.5% | -20.3% | -4.2% |
| YTD | +3.6% | +86.7% | -83.0% | +1.8% |
| 1Y | -5.7% | +74.7% | -80.4% | -7.2% |
| 3Y | +1.6% | +102.6% | -101.0% | -0.7% |
| All | +13.4% | +552.2% | -538.8% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling