+16.8%
MSCI vs PBR
+46.7%
-29.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.4% |
| 7D | +3.0% | -1.0% | +4.0% | +2.9% |
| 30D | +17.8% | -29.3% | +47.1% | +15.5% |
| 3M | +15.2% | +5.5% | +9.7% | +15.9% |
| 6M | +16.5% | -2.9% | +19.4% | +17.1% |
| YTD | +16.4% | +61.5% | -45.1% | +20.8% |
| 1Y | +16.8% | +46.9% | -30.0% | +20.2% |
| All | +16.8% | +46.7% | -29.9% | +20.2% |
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