+108.3%
V vs PBR
+459.2%
-350.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +0.9% | -1.0% | +1.9% | +1.0% |
| 30D | +9.0% | -29.3% | +38.3% | +11.6% |
| 3M | +16.7% | +5.5% | +11.2% | +15.8% |
| 6M | +33.4% | -2.9% | +36.3% | +33.2% |
| YTD | +22.4% | +61.5% | -39.1% | +16.2% |
| 1Y | +27.7% | +46.9% | -19.2% | +22.4% |
| 3Y | +78.0% | +66.4% | +11.5% | +66.3% |
| All | +108.3% | +459.2% | -350.9% | +40.8% |
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 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