+5,910.5%
PH vs PBR
+1,873.9%
+4,036.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.8% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -10.3% | +17.5% | -27.8% | -14.4% |
| 3M | +5.1% | +20.9% | -15.8% | -0.9% |
| 6M | +2.3% | +20.2% | -18.0% | -4.1% |
| YTD | +8.7% | +84.3% | -75.6% | -9.7% |
| 1Y | +26.8% | +77.1% | -50.3% | +6.1% |
| 3Y | +139.2% | +100.8% | +38.4% | +89.6% |
| 5Y | +251.1% | +556.1% | -305.0% | +89.3% |
| 10Y | +812.6% | +676.1% | +136.5% | +311.1% |
| All | +5,910.5% | +1,873.9% | +4,036.6% | +1,691.0% |
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