+16,484.8%
AMZN vs PBR
+1,873.9%
+14,610.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -9.2% | +17.5% | -26.8% | -12.3% |
| 3M | +3.4% | +20.9% | -17.5% | -0.9% |
| 6M | +18.2% | +20.2% | -2.0% | +13.0% |
| YTD | +9.3% | +84.3% | -74.9% | -4.5% |
| 1Y | +5.9% | +77.1% | -71.2% | -6.9% |
| 3Y | +82.6% | +100.8% | -18.2% | +53.9% |
| 5Y | +44.9% | +556.1% | -511.2% | -8.7% |
| 10Y | +564.1% | +676.1% | -112.0% | +246.6% |
| All | +16,484.8% | +1,873.9% | +14,610.9% | +5,326.1% |
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