-9.9%
LOW vs PBR
+99.7%
-109.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.1% |
| 7D | -3.7% | +5.4% | -9.1% | -3.8% |
| 30D | -8.9% | +22.9% | -31.7% | -9.3% |
| 3M | -10.4% | +19.6% | -30.0% | -10.8% |
| 6M | -19.4% | +16.5% | -35.9% | -20.0% |
| YTD | -17.1% | +86.7% | -103.8% | -22.2% |
| 1Y | -26.3% | +74.7% | -101.0% | -30.4% |
| 3Y | -9.9% | +102.6% | -112.5% | -20.0% |
| All | -9.9% | +99.7% | -109.6% | -20.0% |
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