+27.7%
ALL vs PBR
+74.3%
-46.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.7% |
| 7D | -2.3% | +5.4% | -7.6% | -2.1% |
| 30D | -0.4% | +22.9% | -23.3% | -0.2% |
| 3M | +16.0% | +19.6% | -3.6% | +16.2% |
| 6M | +24.6% | +16.5% | +8.1% | +25.0% |
| YTD | +23.7% | +86.7% | -63.0% | +22.3% |
| 1Y | +27.7% | +74.7% | -47.0% | +26.3% |
| All | +27.7% | +74.3% | -46.6% | +26.3% |
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