+23.9%
IR vs PBR
+69.2%
-45.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +2.5% | -1.0% | +3.5% | +2.6% |
| 30D | +9.2% | -29.3% | +38.5% | +11.8% |
| 3M | +0.9% | +5.5% | -4.6% | -0.3% |
| 6M | +19.2% | -2.9% | +22.1% | +18.8% |
| YTD | +7.5% | +61.5% | -54.0% | -4.0% |
| 1Y | +11.7% | +46.9% | -35.1% | +1.7% |
| 3Y | +23.9% | +66.4% | -42.5% | +8.3% |
| All | +23.9% | +69.2% | -45.3% | +8.3% |
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