+33.4%
AG vs PBR
+74.7%
-41.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -7.0% | +16.1% | +8.4% |
| 7D | -2.6% | -11.0% | +8.4% | -3.5% |
| 30D | -12.1% | -18.8% | +6.7% | -13.4% |
| 3M | -6.6% | +7.8% | -14.4% | -6.8% |
| 6M | -20.5% | -7.6% | -12.9% | -19.9% |
| YTD | -7.4% | +72.7% | -80.1% | -7.8% |
| 1Y | +33.4% | +72.9% | -39.6% | +34.6% |
| All | +33.4% | +74.7% | -41.3% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling