+474.9%
SAP vs PBR
+1,607.0%
-1,132.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.4% |
| 7D | -3.9% | -3.7% | -0.2% | -3.1% |
| 30D | +6.5% | -29.0% | +35.5% | +14.3% |
| 3M | +14.7% | +4.9% | +9.7% | +12.2% |
| 6M | +39.9% | -8.4% | +48.3% | +40.6% |
| YTD | -2.0% | +59.4% | -61.3% | -14.1% |
| 1Y | -6.0% | +45.5% | -51.5% | -16.0% |
| 3Y | +67.7% | +67.4% | +0.3% | +41.9% |
| 5Y | +78.8% | +453.0% | -374.2% | +7.5% |
| 10Y | +229.3% | +555.9% | -326.7% | +61.0% |
| All | +474.9% | +1,607.0% | -1,132.1% | +18.0% |
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