+50.6%
AA vs PBR
+74.3%
-23.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.1% |
| 7D | -3.4% | +5.4% | -8.8% | -4.6% |
| 30D | -5.8% | +22.9% | -28.6% | -10.1% |
| 3M | -29.9% | +19.6% | -49.5% | -32.9% |
| 6M | -27.0% | +16.5% | -43.5% | -30.4% |
| YTD | -8.7% | +86.7% | -95.4% | -14.0% |
| 1Y | +50.6% | +74.7% | -24.1% | +33.7% |
| All | +50.6% | +74.3% | -23.7% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling