+44.9%
C vs PBR
+70.4%
-25.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.5% |
| 7D | +3.6% | +8.6% | -5.0% | +4.7% |
| 30D | +0.1% | +12.8% | -12.7% | +1.6% |
| 3M | +2.4% | +14.7% | -12.3% | +4.2% |
| 6M | +24.9% | +25.2% | -0.2% | +26.6% |
| YTD | +19.8% | +77.1% | -57.3% | +23.2% |
| 1Y | +44.9% | +69.6% | -24.7% | +47.4% |
| All | +44.9% | +70.4% | -25.5% | +47.4% |
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