+272.1%
C vs PBR
+97.2%
+175.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +2.6% | +0.3% | +2.2% | +2.5% |
| 30D | +1.9% | +17.5% | -15.6% | -0.3% |
| 3M | +2.8% | +20.9% | -18.1% | 0.0% |
| 6M | +30.6% | +20.2% | +10.3% | +25.7% |
| YTD | +19.9% | +84.3% | -64.4% | +4.7% |
| 1Y | +44.6% | +77.1% | -32.5% | +26.9% |
| All | +272.1% | +97.2% | +175.0% | +206.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling