-3.9%
MSCI vs PBR
+74.3%
-78.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.2% |
| 7D | -3.2% | +5.4% | -8.6% | -2.9% |
| 30D | -1.1% | +22.9% | -24.0% | -0.1% |
| 3M | -6.3% | +19.6% | -26.0% | -5.4% |
| 6M | +2.1% | +16.5% | -14.4% | +3.4% |
| YTD | -2.3% | +86.7% | -88.9% | -1.0% |
| 1Y | -3.9% | +74.7% | -78.6% | -2.6% |
| All | -3.9% | +74.3% | -78.2% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling