+68.6%
MAR vs PBR
+99.7%
-31.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -0.5% | +5.4% | -5.9% | -0.9% |
| 30D | -5.4% | +22.9% | -28.3% | -7.0% |
| 3M | -15.5% | +19.6% | -35.1% | -16.7% |
| 6M | +3.0% | +16.5% | -13.5% | +1.1% |
| YTD | +8.5% | +86.7% | -78.1% | -1.4% |
| 1Y | +26.0% | +74.7% | -48.8% | +15.5% |
| 3Y | +68.6% | +102.6% | -34.0% | +49.1% |
| All | +68.6% | +99.7% | -31.1% | +49.1% |
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