-13.5%
F vs PBR
+462.3%
-475.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -0.2% | -13.3% | +13.0% | +1.8% |
| 30D | +0.9% | -27.7% | +28.7% | +5.6% |
| 3M | -11.3% | +2.7% | -14.0% | -12.7% |
| 6M | +2.0% | -6.7% | +8.8% | +1.7% |
| YTD | -3.2% | +60.9% | -64.1% | -15.0% |
| 1Y | -3.5% | +46.6% | -50.0% | -13.6% |
| 3Y | +48.1% | +69.1% | -21.0% | +26.7% |
| 5Y | -13.5% | +469.6% | -483.1% | -46.8% |
| All | -13.5% | +462.3% | -475.8% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling