-55.0%
C vs PBR
+1,629.6%
-1,684.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.5% |
| 7D | +4.2% | -1.0% | +5.2% | +4.5% |
| 30D | +2.0% | -29.3% | +31.3% | +14.0% |
| 3M | -10.1% | +5.5% | -15.6% | -13.2% |
| 6M | +1.0% | -2.9% | +3.9% | -0.3% |
| YTD | +8.5% | +61.5% | -53.0% | -11.9% |
| 1Y | +25.7% | +46.9% | -21.1% | +5.5% |
| 3Y | +216.0% | +66.4% | +149.6% | +146.5% |
| 5Y | +112.3% | +460.3% | -348.0% | -0.7% |
| 10Y | +217.8% | +564.6% | -346.8% | +18.0% |
| All | -55.0% | +1,629.6% | -1,684.6% | -87.6% |
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 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