+797.8%
PH vs PBR
+697.0%
+100.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -1.3% | +5.4% | -6.7% | -2.7% |
| 30D | -11.0% | +22.9% | -33.8% | -16.1% |
| 3M | +5.5% | +19.6% | -14.1% | -0.3% |
| 6M | +1.5% | +16.5% | -15.0% | -4.2% |
| YTD | +8.8% | +86.7% | -77.9% | -10.9% |
| 1Y | +24.5% | +74.7% | -50.2% | +3.7% |
| 3Y | +141.2% | +102.6% | +38.6% | +88.0% |
| 5Y | +256.3% | +566.6% | -310.3% | +78.3% |
| All | +797.8% | +697.0% | +100.9% | +271.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling