-9.7%
IR vs PBR
+75.8%
-85.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -0.3% |
| 7D | -3.1% | +4.2% | -7.3% | -2.4% |
| 30D | -14.0% | +22.7% | -36.8% | -11.4% |
| 3M | +3.7% | +21.5% | -17.8% | +7.0% |
| 6M | -15.4% | +24.0% | -39.4% | -13.5% |
| YTD | -7.7% | +88.2% | -95.9% | -9.1% |
| All | -9.7% | +75.8% | -85.5% | -12.1% |
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