+1,343.5%
NI vs PBR
+1,916.3%
-572.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -0.9% |
| 7D | -0.6% | +4.2% | -4.8% | -1.2% |
| 30D | -1.4% | +22.7% | -24.1% | -4.5% |
| 3M | -10.6% | +21.5% | -32.1% | -13.4% |
| 6M | -9.9% | +24.0% | -33.9% | -13.2% |
| YTD | +1.2% | +88.2% | -87.1% | -8.7% |
| 1Y | +4.4% | +74.8% | -70.4% | -4.8% |
| 3Y | +68.6% | +105.1% | -36.5% | +48.0% |
| 5Y | +98.0% | +572.2% | -474.2% | +40.6% |
| 10Y | +143.6% | +692.7% | -549.1% | +51.6% |
| All | +1,343.5% | +1,916.3% | -572.9% | +640.3% |
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