+131.5%
PM vs PBR
+558.3%
-426.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +2.0% |
| 7D | +1.9% | +4.2% | -2.3% | +1.6% |
| 30D | +1.9% | +22.7% | -20.8% | +0.1% |
| 3M | +4.6% | +21.5% | -16.9% | +2.7% |
| 6M | +11.7% | +24.0% | -12.3% | +9.3% |
| YTD | +20.4% | +88.2% | -67.9% | +13.0% |
| 1Y | +19.0% | +74.8% | -55.9% | +12.4% |
| 3Y | +130.4% | +105.1% | +25.2% | +111.8% |
| 5Y | +131.5% | +572.2% | -440.8% | +76.0% |
| All | +131.5% | +558.3% | -426.9% | +76.0% |
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 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