+162.6%
PM vs PBR
+459.2%
-296.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.2% | +1.1% |
| 7D | +0.5% | -1.0% | +1.6% | +0.6% |
| 30D | -3.2% | -29.3% | +26.1% | -0.6% |
| 3M | +6.2% | +5.5% | +0.7% | +5.5% |
| 6M | +7.7% | -2.9% | +10.6% | +7.6% |
| YTD | +27.3% | +61.5% | -34.2% | +21.1% |
| 1Y | +32.8% | +46.9% | -14.1% | +27.3% |
| 3Y | +150.0% | +66.4% | +83.6% | +134.4% |
| All | +162.6% | +459.2% | -296.6% | +109.6% |
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