+16.0%
O vs PBR
+552.2%
-536.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -2.9% | +5.4% | -8.2% | -3.2% |
| 30D | -4.5% | +22.9% | -27.4% | -6.0% |
| 3M | -2.6% | +19.6% | -22.3% | -4.1% |
| 6M | -5.6% | +16.5% | -22.1% | -6.9% |
| YTD | +9.3% | +86.7% | -77.4% | +3.7% |
| 1Y | +4.3% | +74.7% | -70.4% | -0.6% |
| 3Y | +27.4% | +102.6% | -75.1% | +19.2% |
| All | +16.0% | +552.2% | -536.1% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling