+87.8%
AAPL vs PBR
+99.7%
-12.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +1.8% |
| 7D | +3.8% | +5.4% | -1.5% | +3.3% |
| 30D | +9.9% | +22.9% | -12.9% | +7.9% |
| 3M | +12.5% | +19.6% | -7.1% | +10.5% |
| 6M | +27.6% | +16.5% | +11.2% | +24.9% |
| YTD | +22.6% | +86.7% | -64.1% | +11.1% |
| 1Y | +45.0% | +74.7% | -29.7% | +32.6% |
| 3Y | +87.8% | +102.6% | -14.8% | +65.8% |
| All | +87.8% | +99.7% | -12.0% | +65.8% |
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