+291.3%
IR vs PBR
+603.1%
-311.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.8% |
| 7D | -2.8% | +8.6% | -11.4% | -5.0% |
| 30D | -15.1% | +12.8% | -27.9% | -17.9% |
| 3M | +6.1% | +14.7% | -8.6% | +1.6% |
| 6M | -16.8% | +25.2% | -42.0% | -22.9% |
| YTD | -3.5% | +77.1% | -80.7% | -19.1% |
| 1Y | -3.5% | +69.6% | -73.1% | -18.3% |
| 3Y | +9.5% | +95.6% | -86.1% | -13.1% |
| 5Y | +45.1% | +501.8% | -456.7% | -23.0% |
| All | +291.3% | +603.1% | -311.9% | +73.9% |
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