-1.8%
MA vs PBR
+80.2%
-82.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -0.2% |
| 7D | -3.5% | +4.2% | -7.7% | -3.0% |
| 30D | +0.7% | +22.7% | -22.0% | +2.9% |
| 3M | +15.8% | +21.5% | -5.7% | +18.5% |
| 6M | +10.2% | +24.0% | -13.8% | +14.2% |
| YTD | -0.5% | +88.2% | -88.7% | +8.9% |
| 1Y | -1.8% | +74.8% | -76.6% | +5.6% |
| All | -1.8% | +80.2% | -82.0% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling