+35.2%
MA vs PBR
-6.4%
+41.6%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.3% |
| 7D | +1.3% | -1.0% | +2.3% | +1.3% |
| 30D | +9.6% | -29.3% | +38.9% | +9.5% |
| 3M | +16.8% | +5.5% | +11.3% | +19.7% |
| 6M | +35.2% | -2.9% | +38.1% | +42.9% |
| All | +35.2% | -6.4% | +41.6% | +42.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling