+773.5%
PM vs PBR
+73.2%
+700.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.7% |
| 7D | -1.3% | +2.5% | -3.8% | -1.7% |
| 30D | -2.6% | +19.4% | -21.9% | -5.3% |
| 3M | +5.8% | +20.8% | -15.0% | +2.4% |
| 6M | +10.6% | +23.5% | -12.9% | +6.3% |
| YTD | +17.2% | +83.4% | -66.2% | +5.8% |
| 1Y | +17.6% | +77.6% | -59.9% | +6.6% |
| 3Y | +124.3% | +99.9% | +24.4% | +96.3% |
| 5Y | +125.1% | +567.7% | -442.6% | +56.7% |
| 10Y | +198.6% | +621.5% | -422.9% | +84.8% |
| All | +773.5% | +73.2% | +700.3% | +433.5% |
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