+284.3%
RF vs PBR
+1,647.6%
-1,363.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | +0.1% |
| 7D | -0.9% | -16.0% | +15.1% | +4.2% |
| 30D | +6.0% | -22.8% | +28.8% | +13.7% |
| 3M | -8.9% | +3.0% | -11.9% | -11.0% |
| 6M | +2.3% | -8.1% | +10.4% | +2.9% |
| YTD | +7.6% | +63.1% | -55.6% | -10.2% |
| 1Y | +21.2% | +59.3% | -38.1% | +1.7% |
| 3Y | +108.5% | +66.1% | +42.4% | +68.5% |
| 5Y | +43.2% | +495.8% | -452.6% | -26.9% |
| 10Y | +288.1% | +514.7% | -226.6% | +70.0% |
| All | +284.3% | +1,647.6% | -1,363.2% | +42.7% |
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