+6.0%
F vs PBR
+1,624.0%
-1,617.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +1.0% | -13.3% | +14.2% | +4.6% |
| 30D | +2.1% | -27.7% | +29.9% | +10.4% |
| 3M | -10.3% | +2.7% | -12.9% | -12.0% |
| 6M | +3.3% | -6.7% | +10.0% | +3.2% |
| YTD | -2.0% | +60.9% | -62.9% | -16.1% |
| 1Y | -2.3% | +46.6% | -48.9% | -14.4% |
| 3Y | +49.9% | +69.1% | -19.2% | +24.3% |
| 5Y | -12.5% | +469.6% | -482.1% | -50.0% |
| 10Y | +74.3% | +523.4% | -449.1% | -16.2% |
| All | +6.0% | +1,624.0% | -1,617.9% | -65.8% |
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 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