+1,449.6%
NET vs PBR
+374.6%
+1,075.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.7% |
| 7D | -7.0% | +8.6% | -15.6% | -8.1% |
| 30D | -4.8% | +12.8% | -17.6% | -6.5% |
| 3M | +3.8% | +14.7% | -10.8% | +1.6% |
| 6M | +50.0% | +25.2% | +24.9% | +44.3% |
| YTD | +41.5% | +77.1% | -35.7% | +29.2% |
| 1Y | +32.8% | +69.6% | -36.7% | +21.9% |
| 3Y | +335.9% | +95.6% | +240.3% | +289.1% |
| 5Y | +113.8% | +501.8% | -387.9% | +62.6% |
| All | +1,449.6% | +374.6% | +1,075.0% | +1,011.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling