+171.3%
SAP vs PBR
+703.7%
-532.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.8% |
| 7D | -5.1% | +4.2% | -9.3% | -5.7% |
| 30D | -1.8% | +22.7% | -24.5% | -4.7% |
| 3M | +20.9% | +21.5% | -0.6% | +17.1% |
| 6M | +7.0% | +24.0% | -17.0% | +3.0% |
| YTD | -13.7% | +88.2% | -102.0% | -22.4% |
| 1Y | -19.6% | +74.8% | -94.4% | -26.9% |
| 3Y | +52.4% | +105.1% | -52.7% | +33.0% |
| 5Y | +54.4% | +572.2% | -517.8% | +4.8% |
| All | +171.3% | +703.7% | -532.4% | +64.1% |
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 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