+82.0%
SPY vs PBR
+558.3%
-476.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -0.8% |
| 7D | -2.0% | +4.2% | -6.2% | -2.4% |
| 30D | -1.7% | +22.7% | -24.4% | -3.7% |
| 3M | +4.7% | +21.5% | -16.8% | +2.5% |
| 6M | +12.5% | +24.0% | -11.5% | +9.4% |
| YTD | +11.7% | +88.2% | -76.5% | +3.2% |
| 1Y | +17.5% | +74.8% | -57.3% | +9.4% |
| 3Y | +76.6% | +105.1% | -28.6% | +60.0% |
| 5Y | +82.0% | +572.2% | -490.2% | +40.7% |
| All | +82.0% | +558.3% | -476.3% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling