+5.4%
B vs PBR
+46.7%
-41.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.5% |
| 7D | -7.3% | -1.0% | -6.3% | -7.4% |
| 30D | -3.3% | -29.3% | +26.0% | -5.2% |
| 3M | -7.8% | +5.5% | -13.3% | -8.5% |
| 6M | -15.5% | -2.9% | -12.7% | -16.2% |
| YTD | -12.3% | +61.5% | -73.7% | -20.0% |
| 1Y | +5.4% | +46.9% | -41.5% | -1.9% |
| All | +5.4% | +46.7% | -41.4% | -1.9% |
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