+451.1%
AG vs PBR
+319.1%
+132.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | -0.1% | +0.3% | -0.4% | -0.3% |
| 30D | +12.5% | +17.5% | -5.1% | +6.0% |
| 3M | +28.2% | +20.9% | +7.3% | +18.6% |
| 6M | -18.8% | +20.2% | -39.1% | -25.7% |
| YTD | +27.4% | +84.3% | -56.9% | +0.1% |
| 1Y | +132.2% | +77.1% | +55.1% | +83.8% |
| 3Y | +286.9% | +100.8% | +186.0% | +187.4% |
| 5Y | +72.8% | +556.1% | -483.3% | -21.8% |
| 10Y | +74.6% | +676.1% | -601.5% | -45.0% |
| All | +451.1% | +319.1% | +132.0% | +81.8% |
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 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