+2,540.5%
LOW vs PBR
+1,873.9%
+666.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -0.6% | +0.3% | -1.0% | -0.7% |
| 30D | -9.3% | +17.5% | -26.8% | -12.0% |
| 3M | -8.1% | +20.9% | -29.0% | -11.6% |
| 6M | -19.8% | +20.2% | -40.0% | -23.2% |
| YTD | -16.4% | +84.3% | -100.6% | -26.2% |
| 1Y | -24.7% | +77.1% | -101.8% | -33.2% |
| 3Y | -8.8% | +100.8% | -109.6% | -22.3% |
| 5Y | +7.8% | +556.1% | -548.3% | -29.8% |
| 10Y | +233.8% | +676.1% | -442.2% | +88.2% |
| All | +2,540.5% | +1,873.9% | +666.6% | +974.0% |
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 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