+9.0%
MSFT vs PBR
+74.7%
-65.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -7.0% | +13.7% | +6.3% |
| 7D | +4.7% | -11.0% | +15.7% | +4.2% |
| 30D | +5.8% | -18.8% | +24.6% | +5.0% |
| 3M | +13.0% | +7.8% | +5.2% | +12.6% |
| 6M | +34.9% | -7.6% | +42.5% | +34.1% |
| YTD | +15.7% | +72.7% | -57.0% | +16.2% |
| 1Y | +9.0% | +72.9% | -64.0% | +9.1% |
| All | +9.0% | +74.7% | -65.8% | +9.1% |
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 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