+597.9%
XYZ vs PBR
+703.7%
-105.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.9% |
| 7D | -5.2% | +4.2% | -9.4% | -6.2% |
| 30D | 0.0% | +22.7% | -22.7% | -5.1% |
| 3M | +18.7% | +21.5% | -2.8% | +12.3% |
| 6M | +20.5% | +24.0% | -3.5% | +12.6% |
| YTD | +21.5% | +88.2% | -66.8% | +1.4% |
| 1Y | +7.2% | +74.8% | -67.6% | -9.2% |
| 3Y | +49.0% | +105.1% | -56.2% | +18.6% |
| 5Y | -68.1% | +572.2% | -640.3% | -82.8% |
| All | +597.9% | +703.7% | -105.8% | +226.9% |
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