+1,131.3%
PSX vs PBR
+216.8%
+914.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +0.6% |
| 7D | +2.8% | +2.5% | +0.4% | +2.1% |
| 30D | +27.8% | +19.4% | +8.4% | +21.2% |
| 3M | +42.0% | +20.8% | +21.2% | +34.2% |
| 6M | +58.1% | +23.5% | +34.6% | +48.2% |
| YTD | +105.0% | +83.4% | +21.6% | +71.1% |
| 1Y | +104.9% | +77.6% | +27.4% | +72.3% |
| 3Y | +134.1% | +99.9% | +34.2% | +88.2% |
| 5Y | +363.8% | +567.7% | -203.9% | +157.0% |
| 10Y | +370.1% | +621.5% | -251.4% | +132.2% |
| All | +1,131.3% | +216.8% | +914.6% | +453.5% |
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