+49.1%
MSFT vs PBR
+101.4%
-52.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | -3.5% | +4.2% | -7.7% | -3.7% |
| 30D | -2.1% | +22.7% | -24.8% | -3.5% |
| 3M | +24.2% | +21.5% | +2.6% | +22.4% |
| 6M | +21.9% | +24.0% | -2.1% | +19.4% |
| YTD | +2.5% | +88.2% | -85.8% | -3.5% |
| 1Y | -0.8% | +74.8% | -75.6% | -5.9% |
| All | +49.1% | +101.4% | -52.3% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling