+44,233.6%
AAPL vs PBR
+1,873.9%
+42,359.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -3.0% | +0.3% | -3.3% | -3.0% |
| 30D | +2.3% | +17.5% | -15.2% | -1.1% |
| 3M | +8.6% | +20.9% | -12.3% | +4.1% |
| 6M | +21.6% | +20.2% | +1.3% | +16.0% |
| YTD | +16.3% | +84.3% | -68.0% | +1.4% |
| 1Y | +35.1% | +77.1% | -42.0% | +18.4% |
| 3Y | +79.4% | +100.8% | -21.4% | +50.8% |
| 5Y | +109.8% | +556.1% | -446.3% | +32.0% |
| 10Y | +1,237.1% | +676.1% | +561.0% | +611.3% |
| All | +44,233.6% | +1,873.9% | +42,359.7% | +15,787.7% |
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 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