-10.1%
AA vs PBR
+1,864.5%
-1,874.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +2.0% |
| 7D | +1.7% | +2.5% | -0.8% | +0.6% |
| 30D | +3.3% | +19.4% | -16.1% | -4.6% |
| 3M | -29.4% | +20.8% | -50.2% | -35.4% |
| 6M | -12.8% | +23.5% | -36.3% | -21.6% |
| YTD | -2.1% | +83.4% | -85.5% | -26.4% |
| 1Y | +62.8% | +77.6% | -14.8% | +23.2% |
| 3Y | +90.5% | +99.9% | -9.4% | +35.3% |
| 5Y | +19.1% | +567.7% | -548.6% | -52.7% |
| 10Y | +124.8% | +621.5% | -496.7% | -27.1% |
| All | -10.1% | +1,864.5% | -1,874.6% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling