P7B

The chart shows the growth of an initial investment of $10,000 in P7B, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since May 4, 2022, P7B's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.

Historically, 64% of months were positive and 36% were negative. The best month was Oct 2022 with a return of +7.6%, while the worst month was Sep 2022 at -8.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, P7B closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +6.1%, while the worst single day was Apr 4, 2025 at -4.8%.

P7B has an annualized alpha of 0.78%, beta of 0.65, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since May 04, 2022.

• This portfolio participated in 74.35% of S&P 500 Index downside but only 65.67% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.65 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

P7B has an expense ratio of 0.11%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

P7B ranks 84 for risk / return — in the top 84% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current P7B Sharpe ratio is 2.55 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of P7B compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

P7B provided a 4.06% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the P7B. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the P7B was 14.54%, occurring on Oct 12, 2022. Recovery took 194 trading sessions.

The chart below shows the rolling one-month volatility.