+2,926.4%
V vs PBR
+61.9%
+2,864.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | -1.7% | +8.6% | -10.3% | -3.4% |
| 30D | +2.0% | +12.8% | -10.8% | -0.6% |
| 3M | +17.4% | +14.7% | +2.7% | +13.7% |
| 6M | +17.5% | +25.2% | -7.7% | +11.3% |
| YTD | +7.6% | +77.1% | -69.6% | -5.3% |
| 1Y | +7.7% | +69.6% | -61.8% | -4.6% |
| 3Y | +54.7% | +95.6% | -40.9% | +30.3% |
| 5Y | +73.0% | +501.8% | -428.7% | +9.6% |
| 10Y | +390.9% | +640.6% | -249.7% | +160.2% |
| All | +2,926.4% | +61.9% | +2,864.6% | +1,800.1% |
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