+632.4%
GEV vs PBR
+95.7%
+536.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.5% | +3.8% |
| 7D | +1.6% | +5.4% | -3.7% | +0.4% |
| 30D | -7.9% | +22.9% | -30.8% | -12.2% |
| 3M | +5.6% | +19.6% | -14.0% | +1.1% |
| 6M | +13.1% | +16.5% | -3.4% | +7.9% |
| YTD | +46.7% | +86.7% | -39.9% | +20.4% |
| 1Y | +51.3% | +74.7% | -23.4% | +26.4% |
| All | +632.4% | +95.7% | +536.7% | +462.8% |
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