+6.7%
AMZN vs PBR
+74.7%
-68.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -7.0% | +13.1% | +5.5% |
| 7D | +4.5% | -11.0% | +15.5% | +3.6% |
| 30D | +5.8% | -18.8% | +24.6% | +4.5% |
| 3M | -4.1% | +7.8% | -11.9% | -4.2% |
| 6M | -2.2% | -7.6% | +5.4% | -2.4% |
| YTD | +15.3% | +72.7% | -57.4% | +14.0% |
| 1Y | +6.7% | +72.9% | -66.2% | +4.4% |
| All | +6.7% | +74.7% | -68.0% | +4.4% |
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