-68.9%
U vs PBR
+558.3%
-627.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.4% |
| 7D | 0.0% | +4.2% | -4.3% | -0.6% |
| 30D | -4.1% | +22.7% | -26.8% | -7.1% |
| 3M | +57.8% | +21.5% | +36.3% | +52.6% |
| 6M | +103.5% | +24.0% | +79.5% | +94.9% |
| YTD | -4.8% | +88.2% | -93.0% | -16.2% |
| 1Y | -2.4% | +74.8% | -77.2% | -12.9% |
| 3Y | +11.7% | +105.1% | -93.5% | -3.8% |
| 5Y | -68.9% | +572.2% | -641.1% | -75.7% |
| All | -68.9% | +558.3% | -627.2% | -75.7% |
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