+25.3%
ALL vs PBR
-6.4%
+31.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.4% |
| 7D | +5.0% | -1.0% | +6.1% | +5.0% |
| 30D | +13.3% | -29.3% | +42.6% | +12.8% |
| 3M | +3.2% | +5.5% | -2.3% | +1.2% |
| 6M | +25.3% | -2.9% | +28.2% | +24.5% |
| All | +25.3% | -6.4% | +31.7% | +24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling