+2.7%
AA vs PBR
+558.3%
-555.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.8% |
| 3M | -26.2% | +21.5% | -47.7% | -32.8% |
| 6M | -20.9% | +24.0% | -44.9% | -29.5% |
| YTD | -8.6% | +88.2% | -96.9% | -33.3% |
| 1Y | +57.4% | +74.8% | -17.4% | +18.1% |
| 3Y | +77.8% | +105.1% | -27.3% | +21.8% |
| 5Y | +2.7% | +572.2% | -569.6% | -61.7% |
| All | +2.7% | +558.3% | -555.7% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling