+1.2%
MAR vs PBR
+21.2%
-20.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.9% |
| 7D | -0.5% | +0.3% | -0.8% | -0.4% |
| 30D | -4.7% | +17.5% | -22.2% | -1.8% |
| 3M | -15.6% | +20.9% | -36.5% | -12.4% |
| 6M | +1.2% | +20.2% | -19.0% | +1.1% |
| All | +1.2% | +21.2% | -20.0% | +1.1% |
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 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