+288.8%
RF vs PBR
+1,580.6%
-1,291.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.5% |
| 7D | -1.3% | -9.1% | +7.8% | +1.5% |
| 30D | +4.6% | -29.9% | +34.5% | +15.5% |
| 3M | -8.4% | +2.3% | -10.7% | -10.4% |
| 6M | +8.9% | -10.9% | +19.8% | +10.5% |
| YTD | +8.8% | +56.9% | -48.1% | -8.1% |
| 1Y | +18.9% | +38.0% | -19.1% | +4.3% |
| 3Y | +116.0% | +64.8% | +51.2% | +74.9% |
| 5Y | +46.0% | +447.1% | -401.1% | -23.5% |
| 10Y | +231.7% | +545.8% | -314.1% | +43.8% |
| All | +288.8% | +1,580.6% | -1,291.8% | +46.1% |
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