+74.2%
AA vs PBR
+101.4%
-27.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.2% | -6.9% | -5.8% |
| 7D | -5.4% | +4.2% | -9.6% | -7.2% |
| 30D | -10.7% | +22.7% | -33.4% | -18.9% |
| 3M | -26.2% | +21.5% | -47.7% | -32.9% |
| 6M | -20.9% | +24.0% | -44.9% | -30.0% |
| YTD | -8.6% | +88.2% | -96.9% | -34.9% |
| 1Y | +57.4% | +74.8% | -17.4% | +15.4% |
| All | +74.2% | +101.4% | -27.2% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling