-35.7%
U vs PBR
+763.4%
-799.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +4.6% |
| 7D | +5.5% | +5.4% | +0.2% | +4.8% |
| 30D | -1.3% | +22.9% | -24.2% | -4.0% |
| 3M | +64.6% | +19.6% | +44.9% | +60.2% |
| 6M | +119.4% | +16.5% | +102.9% | +113.5% |
| YTD | -0.5% | +86.7% | -87.1% | -10.4% |
| 1Y | +1.3% | +74.7% | -73.4% | -7.9% |
| 3Y | +15.6% | +102.6% | -87.0% | +2.4% |
| 5Y | -67.5% | +566.6% | -634.0% | -74.0% |
| All | -35.7% | +763.4% | -799.1% | -48.8% |
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