+338.5%
RF vs PBR
+648.5%
-310.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -0.1% | +0.3% | -0.5% | -0.3% |
| 30D | -4.0% | +17.5% | -21.6% | -8.8% |
| 3M | +5.6% | +20.9% | -15.3% | -0.9% |
| 6M | +13.1% | +20.2% | -7.2% | +5.4% |
| YTD | +13.6% | +84.3% | -70.7% | -7.8% |
| 1Y | +16.0% | +77.1% | -61.2% | -5.0% |
| 3Y | +90.2% | +100.8% | -10.6% | +45.6% |
| 5Y | +87.0% | +556.1% | -469.1% | -11.7% |
| 10Y | +338.5% | +676.1% | -337.6% | +70.5% |
| All | +338.5% | +648.5% | -310.0% | +70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling