+311.3%
ARM vs PBR
+95.3%
+215.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +3.1% |
| 7D | +11.4% | +2.5% | +8.9% | +10.8% |
| 30D | -7.4% | +19.4% | -26.8% | -10.6% |
| 3M | -24.5% | +20.8% | -45.3% | -27.6% |
| 6M | +128.7% | +23.5% | +105.2% | +112.6% |
| YTD | +139.3% | +83.4% | +55.9% | +91.0% |
| 1Y | +88.0% | +77.6% | +10.4% | +51.3% |
| All | +311.3% | +95.3% | +215.9% | +214.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling