+7.5%
IR vs PBR
+97.2%
-89.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -1.9% | +0.3% | -2.2% | -1.9% |
| 30D | -15.0% | +17.5% | -32.6% | -16.4% |
| 3M | -0.4% | +20.9% | -21.3% | -2.5% |
| 6M | -15.0% | +20.2% | -35.3% | -17.6% |
| YTD | -7.1% | +84.3% | -91.3% | -17.6% |
| 1Y | -7.5% | +77.1% | -84.6% | -17.7% |
| All | +7.5% | +97.2% | -89.7% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling