+1,607.2%
SO vs PBR
+1,797.5%
-190.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.6% |
| 7D | -0.2% | +8.6% | -8.7% | -1.0% |
| 30D | -4.6% | +12.8% | -17.4% | -5.7% |
| 3M | -3.0% | +14.7% | -17.7% | -4.4% |
| 6M | -8.3% | +25.2% | -33.4% | -10.5% |
| YTD | +3.5% | +77.1% | -73.6% | -2.3% |
| 1Y | -0.9% | +69.6% | -70.5% | -6.2% |
| 3Y | +45.4% | +95.6% | -50.2% | +34.5% |
| 5Y | +59.6% | +501.8% | -442.1% | +29.9% |
| 10Y | +156.6% | +640.6% | -484.0% | +91.2% |
| All | +1,607.2% | +1,797.5% | -190.3% | +955.1% |
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