+31.0%
F vs PBR
+70.4%
-39.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.2% |
| 7D | +5.3% | +8.6% | -3.2% | +6.7% |
| 30D | +4.6% | +12.8% | -8.2% | +6.6% |
| 3M | -3.7% | +14.7% | -18.3% | -1.5% |
| 6M | +16.8% | +25.2% | -8.4% | +15.1% |
| YTD | +15.3% | +77.1% | -61.9% | +10.8% |
| 1Y | +31.0% | +69.6% | -38.6% | +27.1% |
| All | +31.0% | +70.4% | -39.4% | +27.1% |
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