+2,125.1%
MAR vs PBR
+1,873.9%
+251.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.7% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -4.7% | +17.5% | -22.2% | -8.5% |
| 3M | -15.6% | +20.9% | -36.5% | -19.8% |
| 6M | +1.2% | +20.2% | -19.0% | -4.4% |
| YTD | +7.5% | +84.3% | -76.8% | -8.9% |
| 1Y | +26.6% | +77.1% | -50.5% | +8.1% |
| 3Y | +66.0% | +100.8% | -34.9% | +34.5% |
| 5Y | +154.1% | +556.1% | -402.0% | +46.1% |
| 10Y | +441.9% | +676.1% | -234.2% | +161.8% |
| All | +2,125.1% | +1,873.9% | +251.2% | +709.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling