+362.6%
PSX vs PBR
+552.2%
-189.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +1.7% | +5.4% | -3.7% | -0.2% |
| 30D | +15.6% | +22.9% | -7.2% | +7.3% |
| 3M | +46.5% | +19.6% | +26.8% | +37.0% |
| 6M | +55.0% | +16.5% | +38.5% | +46.0% |
| YTD | +105.3% | +86.7% | +18.6% | +63.1% |
| 1Y | +101.6% | +74.7% | +26.9% | +63.7% |
| 3Y | +134.1% | +102.6% | +31.6% | +78.0% |
| All | +362.6% | +552.2% | -189.6% | +110.8% |
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 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