-50.3%
C vs PBR
+1,797.5%
-1,847.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | +3.6% | +8.6% | -5.0% | +0.6% |
| 30D | +0.1% | +12.8% | -12.7% | -4.4% |
| 3M | +2.4% | +14.7% | -12.3% | -3.1% |
| 6M | +24.9% | +25.2% | -0.2% | +13.3% |
| YTD | +19.8% | +77.1% | -57.3% | -4.4% |
| 1Y | +44.9% | +69.6% | -24.7% | +16.8% |
| 3Y | +263.0% | +95.6% | +167.4% | +170.6% |
| 5Y | +129.5% | +501.8% | -372.2% | +5.4% |
| 10Y | +291.6% | +640.6% | -349.0% | +40.4% |
| All | -50.3% | +1,797.5% | -1,847.8% | -86.6% |
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