+14.5%
NET vs PBR
+74.7%
-60.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.0% | +4.4% | -2.5% |
| 7D | -16.4% | -11.0% | -5.4% | -16.2% |
| 30D | -25.8% | -18.8% | -7.1% | -25.9% |
| 3M | -11.5% | +7.8% | -19.4% | -11.4% |
| 6M | +18.9% | -7.6% | +26.5% | +18.5% |
| YTD | +35.2% | +72.7% | -37.4% | +26.6% |
| 1Y | +14.5% | +72.9% | -58.5% | +6.0% |
| All | +14.5% | +74.7% | -60.3% | +6.0% |
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 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