+2.8%
F vs PBR
+1,607.0%
-1,604.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.4% | -3.3% |
| 7D | -3.9% | -3.7% | -0.2% | -3.0% |
| 30D | -0.5% | -29.0% | +28.6% | +8.0% |
| 3M | -12.9% | +4.9% | -17.8% | -15.1% |
| 6M | +1.5% | -8.4% | +10.0% | +2.0% |
| YTD | -5.0% | +59.4% | -64.4% | -18.6% |
| 1Y | -7.3% | +45.5% | -52.8% | -18.7% |
| 3Y | +45.3% | +67.4% | -22.1% | +20.7% |
| 5Y | -15.8% | +453.0% | -468.8% | -51.6% |
| 10Y | +64.2% | +555.9% | -491.8% | -22.1% |
| All | +2.8% | +1,607.0% | -1,604.2% | -66.8% |
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