+149.4%
MAR vs PBR
+552.2%
-402.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -0.5% | +5.4% | -5.9% | -1.2% |
| 30D | -5.4% | +22.9% | -28.3% | -8.1% |
| 3M | -15.5% | +19.6% | -35.1% | -17.7% |
| 6M | +3.0% | +16.5% | -13.5% | +0.2% |
| YTD | +8.5% | +86.7% | -78.1% | -2.7% |
| 1Y | +26.0% | +74.7% | -48.8% | +14.1% |
| 3Y | +68.6% | +102.6% | -34.0% | +46.7% |
| All | +149.4% | +552.2% | -402.8% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling