+210.9%
PM vs PBR
+697.0%
-486.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +4.7% | +5.4% | -0.7% | +3.8% |
| 30D | +2.6% | +22.9% | -20.3% | -0.7% |
| 3M | +6.6% | +19.6% | -13.1% | +3.4% |
| 6M | +16.5% | +16.5% | 0.0% | +13.2% |
| YTD | +21.2% | +86.7% | -65.5% | +9.0% |
| 1Y | +17.9% | +74.7% | -56.8% | +7.0% |
| 3Y | +129.8% | +102.6% | +27.3% | +100.2% |
| 5Y | +133.0% | +566.6% | -433.6% | +58.4% |
| All | +210.9% | +697.0% | -486.0% | +83.8% |
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